Concepedia

Mikica Drenovak

MD

7

Publications

170

Citations

7

H-Index

2010

Active since

Affiliations

University of Kragujevac(Current)

University of Sussex

National Library of Serbia

University of Belgrade

Union University

Mikica Drenovak is an author at University of Kragujevac specializing in finance, management, and portfolio management.

Top concepts

FinanceManagementBusinessPortfolio ManagementFinancial EngineeringPortfolio OptimizationPortfolio SelectionEconomicsStatisticsAsset Pricing

Publications per year

2010–2021

7

Publications

7

European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis

Mikica Drenovak, Branko Urošević, Ranko Jelic · European Financial Management · 2012 · 48 citations

European Bond Etfs, Economics, Financial Economics +15

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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