Ranko Jelic

Publication Activity (10 Years)

Years Active: 2016-2017
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Risk Management

Top Venues

Comput. Oper. Res.

Eur. J. Oper. Res.

Publications

Mikica Drenovak, Vladimir Rankovic, Milos R. Ivanovic, Branko Urosevic, Ranko Jelic
Market risk management in a post-Basel II regulatory environment. Eur. J. Oper. Res. 257 (3) (2017)
Vladimir Rankovic, Mikica Drenovak, Branko Urosevic, Ranko Jelic
Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach. Comput. Oper. Res. 72 (2016)