Items where Author is "Lončar, Sanja"

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Article

Živkov, Dejan and Lončar, Sanja (2026) International diversification with parametric value-at-risk portfolios beyond normality. Risk Management, 28 (15). ISSN 1460-3799

Živkov, Dejan and Lončar, Sanja and Đurašković, Jasmina and Balaban, Suzana (2025) How Do Non-normal Parametric VaR Models Perform in Risk-minimizing Portfolios? The Quarterly Review of Economics and Finance, 102. ISSN 1062-9769

Živkov, Dejan and Lončar, Sanja and Stankov, Biljana (2024) Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities. Finance a úvěr-Czech Journal of Economics and Finance, 74 (3). pp. 342-365. ISSN 0015-1920

Živkov, Dejan and Lončar, Sanja and Stankov, Biljana (2023) Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates. Economic Computation and Economic Cybernetics Studies and Research, 57 (1). pp. 251-266. ISSN 0424-267X

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