Pretraga




Rezultati

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  

Measuring Downside Risk in Portfolios with Bitcoin   [2021]

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

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

Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference   [2020]

Zivkov, Dejan M  ; Gajic-Glamoclija, Marina; Kovacevic, Jelena Lj; Loncar, Sanja

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

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

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