Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Milica D. Obadović"'
Publikováno v:
Ekonomski Anali, Vol 62, Iss 215, Pp 169-204 (2017)
The main objective of this paper is to analyse the readiness of the largest insurance companies operating in Serbia to implement the upcoming Solvency II regulation. The survey was conducted in 2014 using a questionnaire comprising 30 questions. It w
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 29
Issue 1
Volume 29
Issue 1
Interest rate risk is immanent to all sorts of bonds with a fixed interest rate and has a major impact on the value of the bond. The aim of this article is to evaluate this risk over a period of five years (2008–2012), applying the delta-normal Val
Publikováno v:
Economic Research-Ekonomska Istraživanja. 23:82-95
U Srbiji je postojao period rasta investicija, koji se odražavao i na rast burzovnih pokazatelja. Cilj ovoga rada je da procijeni tržisni rizik u periodu rasta burzovnih pokazatelja na srpskom tržistu, primjenom metoda povijesne simulacije, na por
Publikováno v:
Ekonomski Anali, Vol 54, Iss 183, Pp 119-138 (2009)
This paper presents market risk evaluation for a portfolio consisting of shares that are continuously traded on the Belgrade Stock Exchange, by applying the Value-at-Risk model - the analytical method. It describes the manner of analytical method app
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 23
Issue 3
Volume 23
Issue 3
In Serbia there existed a period of investment growth, which reflected itself on the growth of stock market indices. The aim of this paper is to evaluate market risk at the Serbian market in period of investment growth, applying the method of histori