Mikica Drenovak

According to our database, Mikica Drenovak authored at least 3 papers between 2014 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2017

Market risk management in a post-Basel II regulatory environment.

Mikica Drenovak, Vladimir Rankovic, Milos R. Ivanovic, Branko Urosevic, Ranko Jelic

Eur. J. Oper. Res., 2017

2016

Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach.

Vladimir Rankovic, Mikica Drenovak, Branko Urosevic, Ranko Jelic

Comput. Oper. Res., 2016

2014

The mean-value at risk static portfolio optimization using genetic algorithm.

Vladimir Rankovic, Mikica Drenovak, Boban S. Stojanovic, Zoran Kalinic, Zora Arsovski

Comput. Sci. Inf. Syst., 2014