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Резултати

Measuring Downside Risk in Portfolios with Bitcoin   [2021]

Živkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  ; Viduka, Dejan  

How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio Approach   [2023]

Živkov, Dejan  ; Kovačevic-Berleković, Bojana; Kicović, Dušan; Đurašković, Jasmina  

Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio   [2022]

Zivkov, Dejan M  ; Damnjanovic, Jelena M; Papic-Blagojevic, Natasa

Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities   [2024]

Živkov, Dejan  ; Lončar, Sanja; Stankov, Biljana

Multiscale Volatility Transmission and Portfolio Construction Between the Baltic stock Markets   [2019]

Zivkov Dejan  ; Manić, Slavica N.  ; Djuraskovic Jasmina  

Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets - The GARCH-in-Mean Approach   [2019]

Zivkov Dejan  ; Manić, Slavica N.  ; Duraskovic Jasmina  ; Kovacevic Jelena

What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?   [2018]

Zivkov, Dejan M  ; Balaban, Suzana  ; Djuraskovic, Jasmina  

Multiscale Tail Risk Interdependence between Precious Metals   [2023]

Živkov, Dejan  ; Gajić-Glamočlija, Marina; Ercegovac, Dajana; Lavrnić, Igor

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