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)

Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach. - Vladimir Rankovic; Mikica Drenovak; Branko Urosevic; Ranko Jelic (Comput. Oper. Res., 2016)

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)