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)