Autori: Drenovak Mikica
| Naslov | Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm (Article) |
| Autori | Drenovak Mikica Rankovic Vladimir Urosevic Branko Jelic Ranko |
| Info | FINANCE RESEARCH LETTERS, (2022), vol. 46 br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm (Article) |
| Autori | Drenovak Mikica Rankovic Vladimir Urosevic Branko Jelic Ranko |
| Info | FINANCE RESEARCH LETTERS, (2022), vol. 46 br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Bond portfolio management under Solvency II regulation (Article) |
| Autori | Drenovak Mikica Rankovic Vladimir Urosevic Branko Jelic Ranko |
| Info | EUROPEAN JOURNAL OF FINANCE, (2021), vol. 27 br. 9, str. 857-879 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Market risk management in a post-Basel II regulatory environment (Article) |
| Autori | Drenovak Mikica Rankovic Vladimir Ivanovic Milos R Urosevic Branko Jelic Ranko |
| Info | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, (2017), vol. 257 br. 3, str. 1030-1044 |
| Projekat | Serbian Ministry of Education, Science, and Technology [OI 179005, III-44010, OI 174028] |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach (Article) |
| Autori | Rankovic Vladimir Drenovak Mikica Urosevic Branko Jelic Ranko |
| Info | COMPUTERS & OPERATIONS RESEARCH, (2016), vol. 72 br. , str. 83-92 |
| Projekat | Serbian Ministry of Education, Science and Technology [OH 179005, III-44010] |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis (Article) |
| Autori | Drenovak Mikica Urosevic Branko Jelic Ranko |
| Info | EUROPEAN FINANCIAL MANAGEMENT, (2014), vol. 20 br. 5, str. 958-994 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | The mean-Value at Risk static portfolio optimization using genetic algorithm (Article) |
| Autori | Rankovic Vladimir Drenovak Mikica Stojanovic Boban S Kalinic Zoran Arsovski Zora |
| Info | COMPUTER SCIENCE AND INFORMATION SYSTEMS, (2014), vol. 11 br. 1, str. 89-109 |
| Projekat | Serbian Ministry of Science and Technology [III-44010, OH 179005] |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science |
