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Browsing by Author Lončar, Sanja
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) | Type | Мp-cat. |
|---|---|---|---|---|
| 2024 | Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities | Živkov, Dejan   ; Lončar, Sanja; Stankov, Biljana | Article | 23M23 |
| 2023 | Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates | Živkov, Dejan ; Lončar, Sanja; Stankov, Biljana | Article | 22M22 |
| 2026 | International diversification with parametric value-at-risk portfolios beyond normality | Živkov, Dejan ; Lončar, Sanja | Article | 21M21 |
| 2017 | Negative Selection - An Absolute Measure of Arbitrary Algorithmic Order Execution | Lončar, Sanja | Doctoral theses | 70M70 |