| Issue Date | Title | Author(s) | Type | Мp-cat. |
| 2026 | International diversification with parametric value-at-risk portfolios beyond normality | Živkov, Dejan   ; Lončar, Sanja | Article | |
| 2026 | Incorporating regret aversion into emerging market portfolios | Živkov, Dejan | Article | |
| 2026 | Interdependence between stock and exchange rate markets in former communist economies | Živkov, Dejan ; Manić, Slavica ; Gajić-Glamočlija, Marina | Article | |
| 2026 | Factors Affecting Investment Funds Investing in Different Asset Classes | Veselinović, Mirjana; Živkov, Dejan ; Balaban, Suzana | Article | |
| 2025 | Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysis | Živkov, Dejan ; Kuzman, Boris ; Japundžić, Miloš | Article | |
| 2025 | How Do Non-normal Parametric VaR Models Perform in Risk-minimizing Portfolios? | Živkov, Dejan ; Lončar, Sanja; Đurašković, Jasmina ; Balaban, Suzana | Article | |
| 2025 | Analysis of factors influencing metal markets across multiple scales – A smooth transition regression approach | Živkov, Dejan ; Kuzman, Boris ; Subić, Jonel | Article | |
| 2025 | Risk-Adjusted Performance of American and European Clean-Energy Portfolios | Živkov, Dejan ; Kuzman, Boris ; Radosavljević, Katica | Article | |
| 2025 | Examining the multiscale interrelationship between ethanol and agricultural commodities | Kuzman, Boris ; Živkov, Dejan ; Andrejević Panić, Andrea | Conference Paper | |
| 2025 | Using the Omega Ratio for Optimal Asset Allocation in Commodities | Živkov, Dejan ; Manić, Slavica ; Gajić-Glamočlija, Marina | Article | |
| 2025 | Mahalanobis distance and Stutzer ratio modelling in emerging markets portfolios | Živkov, Dejan ; Kuzman, Boris ; Subić, Jonel | Article | |
| 2025 | Investing in Portfolio With Grains or Softs?-Extreme Risk Analysis With Non-Normal VaR Models and Omega Ratio | Živkov, Dejan | Article | |
| 2024 | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? | Živkov, Dejan ; Manić, Slavica ; Gajić-Glamočlija, Marina | Article | |
| 2024 | Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries | Živkov, Dejan ; Kuzman, Boris ; Papić-Blagojević, Nataša | Article | |
| 2024 | Hedging gas in a multi-frequency semiparametric CVaR portfolio | Živkov, Dejan ; Balaban, Suzana ; Simić, Milica | Article | |
| 2024 | Challenges in Protecting Green Energy Entrepreneurs in Wheat Industry Against Financial Risk: The Portfolio Optimization Approach | Kuzman, Boris ; Živkov, Dejan | Book parts | |
| 2024 | Dynamic interdependence between ethanol and biofuel-related agricultural commodities – cDCC-FIAPARCH approach | Živkov, Dejan ; Kuzman, Boris ; Blagojević Papić, Nataša | Article | |
| 2024 | Downside Risk and Risk-Adjusted Performances of Industrial Metals | Živkov, Dejan ; Manić, Slavica ; Gajić Glamočlija, Marina | Article | |
| 2024 | Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities | Živkov, Dejan ; Lončar, Sanja; Stankov, Biljana | Article | |
| 2024 | Multiscale non-linear tale risk spillover effect from oil to stocks - The case of East European emerging markets | Živkov, Dejan ; Kuzman, Boris ; Papić-Blagojević, Nataša | Article | |
Živkov, Dejan
