Researchers
Drenovak, Mikica
Results 21-40 of 52
| Issue Date | Title | Author(s) | Type | Мp-cat. |
|---|---|---|---|---|
| 2016 | Primena talasića u analizi ekonomskih i finansijskih podataka | Stančić, Olivera S.   ; Drenovak, Mikica M. | Book parts | Mp. category will be shown later |
| 2016 | Investiranje u ETF fondove-teorija i praksa : monografija | Drenovak, Mikica | Monograph | Mp. category will be shown later |
| 2016 | Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach | Ranković, Vladimir ; Drenovak, Mikica ; Urošević, Branko ; Jelić, Ranko | Article | 21M21 |
| 2015 | Investibilni indeksi državnog duga Evro zone : efikasan način diversifikacije za male institucionalne investitore | Drenovak, Mikica ; Stančić, Olivera | Book parts | Mp. category will be shown later |
| 2015 | Portfolio Rebalancing Based on Minimization of VaR Using Genetic Algorithm | Ranković, Vladimir ; Drenovak, Mikica | Conference Paper | Mp. category will be shown later |
| 2015 | Determining the accuracy of parametric VaR model using backtesting procedures | Drenovak, Mikica ; Ranković, Vladimir | Conference Paper | Mp. category will be shown later |
| 2014 | Alternativni izvori finansiranja u funkciji razvoja lokalnih samouprava | Jakšić, Milena ; Drenovak, Mikica ; Todorović, Violeta | Book parts | Mp. category will be shown later |
| 2014 | The Mean-Value at Risk Static Portfolio Optimization using Genetic Algorithm | Ranković, Vladimir ; Drenovak, Mikica ; Stojanović, Boban ; Kalinić, Zoran ; Arsovski, Zora | Article | 22M22 |
| 2014 | Rebalans portfolija hartija od vrednosti primenom modela Markowitz-a sa kontrolom obima rebalansa | Drenovak, Mikica ; Ranković, Vladimir | Article | 51M51 |
| 2014 | European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis | Drenovak, Mikica ; Urošević, Branko ; Jelić, Ratomir | Article | 21M21 |
| 2013 | Merenje rizika i performansi i optimizacija portfolija hartija od vrednosti | Drenovak, Mikica ; Ranković, Vladimir | Book parts | Mp. category will be shown later |
| 2013 | Modeli renti i specijalnih renti sa dekurzivnim kapitalisanje | Drenovak Mikica | Monograph | Mp. category will be shown later |
| 2013 | Value at Risk Dynamic Portfolio Optimization Using Genetic Algorithm : equally versus exponentially weighted historical var approach | Drenovak, Mikica ; Ranković, Vladimir ; Kalinić, Zoran ; Arsovski, Zora | Conference Paper | Mp. category will be shown later |
| 2012 | Kriza javnog duga, investiciona politika institucionalnih investitora i ETF fondovi | Urošević, Branko ; Drenovak, Mikica ; Živković, Boško | Conference Paper | Mp. category will be shown later |
| 2011 | Strukturiranje i upravljanje ETF fondovima državnog duga evro zone | Drenovak, Mikica | Doctoral theses | 70M70 |
| 2010 | Exchange-traded funds of the eurozone sovereign debt | Drenovak, Mikica ; Urošević, Branko | Article | 24M24 |
| 2010 | Modelling the benchmark spot curve for the Serbian market | Drenovak, Mikica ; Urošević, Branko | Article | 24M24 |
| 2010 | Using Euro zone sovereign debt ETFs as portfolio constituents : abstract | Drenovak, Mikica | Conference Paper | Mp. category will be shown later |
| 2008 | Fixed-income portfolio in Serbia-hedging against changes in Svensson model parameters : abstract | Drenovak, Mikica | Article | Mp. category will be shown later |
| 2007 | Spot Yield Curves in Serbia-Parsimonious Modeling : abstract | Drenovak, Mikica | Conference Paper | Mp. category will be shown later |