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Branko Urosevic

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2010 – 2019

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2017
[j3]
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  - journals/eor/DrenovakRIUJ17
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  - https://dblp.org/rec/journals/eor/DrenovakRIUJ17
Mikica Drenovak, Vladimir Rankovic, Milos R. Ivanovic, Branko Urosevic, Ranko Jelic:
Market risk management in a post-Basel II regulatory environment. Eur. J. Oper. Res. 257(3): 1030-1044 (2017)
2016
[j2]
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Vladimir Rankovic, Mikica Drenovak, Branko Urosevic, Ranko Jelic:
Mean-univariate GARCH VaR portfolio optimization: Actual portfolio approach. Comput. Oper. Res. 72: 83-92 (2016)

2000 – 2009

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2006
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Lionel Martellini, Branko Urosevic:
Static Mean-Variance Analysis with Uncertain Time Horizon. Manag. Sci. 52(6): 955-964 (2006)

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