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Market risk management in a Post-Basel II regulatory environment

Urošević, Branko; Drenovak, Mikica; Ranković, Vladimir; … - 2016

We propose a novel method of Mean-Capital Requirement portfolio optimization. The optimization is performed using a parallel framework for optimization based on the Nondominated Sorting Genetic Algorithm II. Capital requirements for market risk include an additional stress component introduced...

Persistent link: https://www.econbiz.de/10011587953

European bond ETFs : tracking errors and the sovereign debt crisis

Drenovak, Mikica; Urošević, Branko; Jelic, Ranko - In: European financial management : the journal of the … 20 (2014) 5, pp. 958-994

Persistent link: https://www.econbiz.de/10010504232

Application of dynamic stochastic general equilibrium models to the case of the Serbian economy

Urošević, Branko; Grga, Nikola - In: Economic annals 59 (2014) 201, pp. 35-68

Persistent link: https://www.econbiz.de/10010458190

Dollarization of deposits in the short and long run : evidence from CESE countries

Urošević, Branko; Rajković, Ivana - In: Panoeconomicus 64 (2017) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10011723960

On inflation targeting and foreign exchange interventions in a dual currency economy

Rajković, Ivana; Urošević, Branko - In: Monetary policy, financial crises, and the macroeconomy …, (pp. 163-176). 2017

Persistent link: https://www.econbiz.de/10011898225

Optimal loan interest rate contract design

Edelstein, Robert H.; Urošević, Branko - 2000

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

On the valuation and incentive effects of executive cash bonus contracts

Martellini, Lionel (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002386997

Jackknife model averaging of the current account determinants

Urošević, Branko; Nedeljković, Milan; Zildžović, Emir - In: Panoeconomicus 59 (2012) 3, pp. 267-281

Persistent link: https://www.econbiz.de/10009572193

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

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

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