Ranko Jelic

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Market risk management in a post-Basel II regulatory environment
European Journal of Operational Research
2018-05-24Paper
Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
Computers & Operations Research
2016-11-17Paper


Research outcomes over time


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