Browse by IEP Author

Živkov, Dejan and Kuzman, Boris and Subić, Jonel (2025) Analysis of factors influencing metal markets across multiple scales – A smooth transition regression approach. Resources Policy, 110. ISSN 1873-7641

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 Kuzman, Boris and Radosavljević, Katica (2025) Risk-adjusted performance of American and European clean-energy portfolios. Prague Economic Papers, 34 (2). pp. 137-164. ISSN 1210-0455

Živkov, Dejan and Manić, Slavica and Glamočlija Gajić, Marina (2025) Using the Omega Ratio for Optimal Asset Allocation in Commodities. . Economic Computation and Economic Cybernetics Studies and Research, 59 (1). pp. 293-307. ISSN 0424-267X

Živkov, Dejan and Manić, Slavica and Glamočlija Gajić, Marina (2024) Downside Risk and Risk-Adjusted Performances of Industrial Metals. Economic Computation and Economic Cybernetics Studies and Research, 58 (1). pp. 138-152. ISSN 0424-267X

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 Balaban, Suzana and Simić, Milica (2024) Hedging gas in a multi-frequency semiparametric CVaR portfolio. Research in International Business and Finance, 67 (Part A). ISSN 0275-5319