Concepedia

Vladimir Ranković

VR

10

Publications

213

Citations

10

H-Index

1999

Active since

Affiliations

University of Kragujevac(Current)

University of Sussex

University of Belgrade

Ifo Institute for Economic Research

National Library of Serbia

Vladimir Ranković is an author at University of Kragujevac specializing in finance, management, and portfolio management.

Top concepts

FinanceManagementPortfolio ManagementFinancial EngineeringPortfolio OptimizationEngineeringPortfolio SelectionBusinessMedicineMechanics

Publications per year

1999–2021

10

Publications

10

Predictors of appropriate implantable cardioverter-defibrillator therapy in patients with idiopathic dilated cardiomyopathy

Vladimir Ranković, Juhana Karha, Rod Passman et al. · The American Journal of Cardiology · 2002 · 56 citations

Cardiomyopathy, Heart Failure, Device Therapy +6

Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach

Vladimir Ranković, Mikica Drenovak, Branko Urošević et al. · Computers & Operations Research · 2016 · 36 citations · Full text

Mathematical Programming, Portfolio Optimization, Engineering +12

Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm

Mikica Drenovak, Vladimir Ranković, Branko Urošević et al. · Finance research letters · 2021 · 22 citations

Portfolio Optimization, Multi-objective Evolutionary Algorithm, Portfolio Selection +10

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

Vladimir Ranković, Mikica Drenovak, Boban Stojanović et al. · Computer Science and Information Systems · 2014 · 21 citations · Full text

Portfolio Optimization, Asset Pricing, Static Portfolio Allocation +11

Market risk management in a post-Basel II regulatory environment

Mikica Drenovak, Vladimir Ranković, Miloš Ivanović et al. · European Journal of Operational Research · 2016 · 20 citations

Financial Risk Management, Risk Management, Market Regulation +3

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