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Valuing mortgage insurance contracts in emerging market economies

Bardhan, Ashok Deo; Karapandža, Raša; Urošević, Branko - In: The journal of real estate finance and economics 32 (2006) 1, pp. 9-20

Persistent link: https://www.econbiz.de/10003278866

Overconfidence and market efficiency with heterogeneous agents

García, Diego; Sangiorgi, Francesco; Urošević, Branko - In: Economic theory : official journal of the Society for … 30 (2007) 2, pp. 313-336

Persistent link: https://www.econbiz.de/10003419734

Ownership dynamics and asset pricing with a large shareholder

DeMarzo, Peter M.; Urošević, Branko - In: Journal of political economy 114 (2006) 4, pp. 774-815

Persistent link: https://www.econbiz.de/10003375166

Ownership dynamics with multiple insiders : the case of REITs

Edelstein, Robert H.; Sureda-Gomila, Antoni; … - 2006

Persistent link: https://www.econbiz.de/10003586240

Japan land prices : a statistical expectations modeling approach

Dokko, Yoon; Firestone, Simon; Edelstein, Robert H.; … - 2007

Persistent link: https://www.econbiz.de/10003586254

Ownership dynamics of REITs

Edelstein, Robert H.; Urošević, Branko; Wonder, Nicholas - In: The journal of real estate finance and economics 30 (2005) 4, pp. 447-466

Persistent link: https://www.econbiz.de/10002893605

Optimal loan interest rate contract design

Edelstein, Robert H.; Urošević, Branko - 2000

Persistent link: https://www.econbiz.de/10001554283

Bond portfolio management under Solvency II regulation

Drenovak, Mikica; Ranković, Vladimir; Urošević, Branko; … - In: The European journal of finance 27 (2021) 9, pp. 857-879

Persistent link: https://www.econbiz.de/10012516137

Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm

Drenovak, Mikica; Rankovic, Vladimir; Urošević, Branko; … - 2021

We develop a novel Mean-Max Drawdown portfolio optimization approach using buy-and-hold portfolios. The optimization is performed utilizing a multi-objective evolutionary algorithm on a sample of S&P 100 constituents. Our optimization procedure provides portfolios with better Mean-Max Drawdown...

Persistent link: https://www.econbiz.de/10013215136

Mean-Maximum Drawdown optimization of buy-and-hold portfolios using a multi-objective evolutionary algorithm

Drenovak, Mikica; Ranković, Vladimir; Urošević, Branko; … - In: Finance research letters 46 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10013341443