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Growing environmental problems and increasing requirements of green jobs force universities around the world not only to transform their curricula but also to enrich existing ones with contents related to the promotion of sustainable development. This paper aims to show the importance of measuring and monitoring the share of green contents in all university activities, as only in that way it is possible to monitor trends and give realistic assessments of their effect and importance. The paper presents a comparative analysis of different types of methodologies for assessing sustainable activities at universities as well as research conducted at the University of Novi Sad in Serbia and its comparison with the University of Gothenburg (Sweden). This research aims to point out the importance of increasing competitiveness in higher education through assessment of green content in a curriculum and its promotion. In this way, through eco-labeling methodology, it would be easier to identify those contents that, in a certain share, contribute to the promotion of sustainable development. Furthermore, this methodology can easily be extended across the country and the region, which would bring positive effects to all stakeholders in higher education.
Andrea Okanović; Jelena Ješić; Vladimir Đaković; Simonida Vukadinović; Andrea Andrejević Panić. Increasing University Competitiveness through Assessment of Green Content in Curriculum and Eco-Labeling in Higher Education. Sustainability 2021, 13, 712 .
AMA StyleAndrea Okanović, Jelena Ješić, Vladimir Đaković, Simonida Vukadinović, Andrea Andrejević Panić. Increasing University Competitiveness through Assessment of Green Content in Curriculum and Eco-Labeling in Higher Education. Sustainability. 2021; 13 (2):712.
Chicago/Turabian StyleAndrea Okanović; Jelena Ješić; Vladimir Đaković; Simonida Vukadinović; Andrea Andrejević Panić. 2021. "Increasing University Competitiveness through Assessment of Green Content in Curriculum and Eco-Labeling in Higher Education." Sustainability 13, no. 2: 712.
The subject of this research is to test the possibilities of application of the parametric and nonparametric VaR models in the markets of Southeast Europe region countries. The research objective is to obtain specific findings tested in practice regarding the possibilities of application of aforementioned VaR models in the observed markets. The research hypothesis is based on the assumption that the possibilities of the various VaR models application in the markets of Southeast European region countries are significant, and that application of these models can render adequate results regarding investment optimization and quantification. The methodology used in this research includes the application of MANOVA analysis, discriminant analysis, and Roy's test in the case of selected regional countries. The research results indicate the significance of the analyzed VaR models application in the analyzed markets and expand the potential for further research in the subject field.DOI: http://dx.doi.org/10.5755/j01.ee.28.2.14225
Vladimir Dj. Djakovic; Goran B. Andjelic. The Possibilities of Application of the Parametric and Nonparametric VaR Daily Returns Estimation – Regional Perspective. Engineering Economics 2017, 28, 1 .
AMA StyleVladimir Dj. Djakovic, Goran B. Andjelic. The Possibilities of Application of the Parametric and Nonparametric VaR Daily Returns Estimation – Regional Perspective. Engineering Economics. 2017; 28 (2):1.
Chicago/Turabian StyleVladimir Dj. Djakovic; Goran B. Andjelic. 2017. "The Possibilities of Application of the Parametric and Nonparametric VaR Daily Returns Estimation – Regional Perspective." Engineering Economics 28, no. 2: 1.
—Dynamic nature of investment return requires the application of the appropriate methodology, especially regarding enhanced volatility induced by frequent extreme events occurrence. The subject of the research is to analyze the possibility of efficient portfolio selection on the transitional financial market of the Republic of Serbia. The main objective is to gather empirical evidence about the investment portfolio performance with special attention to the decision making process. The methodology in the research implies the usage of the appropriate portfolio optimization methods. The research results stress the significance of efficient portfolio selection in contemporary business conditions. It can be concluded that it is necessary to examine the volatility of the portfolio assets and thus enabling the efficient portfolio selection, which is especially challenging on transitional markets.
Nebojsa M. Ralevic; Vladimir Dj. Djakovic; Goran B. Andjelic; Jelena S. Kiurski. Efficient Portfolio Selection and Its Applications to Decision Making. International Journal of System Modeling and Simulation 2017, 2, 1 .
AMA StyleNebojsa M. Ralevic, Vladimir Dj. Djakovic, Goran B. Andjelic, Jelena S. Kiurski. Efficient Portfolio Selection and Its Applications to Decision Making. International Journal of System Modeling and Simulation. 2017; 2 (1):1.
Chicago/Turabian StyleNebojsa M. Ralevic; Vladimir Dj. Djakovic; Goran B. Andjelic; Jelena S. Kiurski. 2017. "Efficient Portfolio Selection and Its Applications to Decision Making." International Journal of System Modeling and Simulation 2, no. 1: 1.
Predmet istraživanja u radu jeste kreiranje i testiranje poboljšanog fuzzy neural network backpropagation modela za predikciju berzanskih indeksa, uz poređenje sa tradicionalnim neural network backpropagation modelom. Cilj istraživanja jeste dolaženje do konkretnih saznanja o mogućnostima primene poboljšanog fuzzy neural network backpropagation modela za predikciju berzanskih indeksa, sa posebnim fokusom na tranzitorna tržišta. Metodologija korišćena u radu obuhvata integraciju fuzzy-fikovanih tezina u neuro mreži. Rezultati istraživanja biće korisni kako široj investicionoj javnosti, tako i akademskoj struci, u smislu korišćenja poboljšanog modela u donošenju odluka o investiranju i unapređenju znanja u predmetnoj oblasti. hibridni sistem; neuralne mreže; predikcija; akcija; tržište; investiranje
Nebojsa Ralevic; Natasa Glisovic; Vladimir Djakovic; Goran Andjelic; Ralević Nebojša; Glišović Nataša; Đaković Vladimir; Anđelić Goran. Hybrid system prediction for the stock market: The case of transitional markets. Industrija 2017, 45, 45 -60.
AMA StyleNebojsa Ralevic, Natasa Glisovic, Vladimir Djakovic, Goran Andjelic, Ralević Nebojša, Glišović Nataša, Đaković Vladimir, Anđelić Goran. Hybrid system prediction for the stock market: The case of transitional markets. Industrija. 2017; 45 (1):45-60.
Chicago/Turabian StyleNebojsa Ralevic; Natasa Glisovic; Vladimir Djakovic; Goran Andjelic; Ralević Nebojša; Glišović Nataša; Đaković Vladimir; Anđelić Goran. 2017. "Hybrid system prediction for the stock market: The case of transitional markets." Industrija 45, no. 1: 45-60.
Bojan Dimitrijevic; Vladimir Djakovic; Goran Andjelic; Natasa Glisovic. Sunspots and stock markets: Some empirical evidence of their interdependence in transition countries. Poslovna ekonomija 2016, 10, 1 -24.
AMA StyleBojan Dimitrijevic, Vladimir Djakovic, Goran Andjelic, Natasa Glisovic. Sunspots and stock markets: Some empirical evidence of their interdependence in transition countries. Poslovna ekonomija. 2016; 10 (1):1-24.
Chicago/Turabian StyleBojan Dimitrijevic; Vladimir Djakovic; Goran Andjelic; Natasa Glisovic. 2016. "Sunspots and stock markets: Some empirical evidence of their interdependence in transition countries." Poslovna ekonomija 10, no. 1: 1-24.
The subject of the research is to analyze and to define the place, role and significance of the new concepts of standardisation in function of commodity exchange evolution. The objective of the research is to provide concrete information, tested in practice, about possibilities for improving commodity exchange trading, that is, making conditions for further commodity exchanges evolution, with special focus on conditions and circumstances at the domestic market of the Republic of Serbia. Methodology used in the research comprises methods of analysis, synthesis, explorative and inductive-deductive techniques. The results of the research will be useful both for academic sector for further exploration in the area, and also for policy makers in function of creation and implementation instruments for further commodity exchanges and commodity exchange trading development.
Goran Andjelic; Vladimir Djakovic; Vilmos Tot; Anđelić Goran; Đaković Vladimir; Tot Vilmoš. New development trends of commodity exchanges through 'the prism' of modern standards. Poslovna ekonomija 2016, 10, 1 -27.
AMA StyleGoran Andjelic, Vladimir Djakovic, Vilmos Tot, Anđelić Goran, Đaković Vladimir, Tot Vilmoš. New development trends of commodity exchanges through 'the prism' of modern standards. Poslovna ekonomija. 2016; 10 (2):1-27.
Chicago/Turabian StyleGoran Andjelic; Vladimir Djakovic; Vilmos Tot; Anđelić Goran; Đaković Vladimir; Tot Vilmoš. 2016. "New development trends of commodity exchanges through 'the prism' of modern standards." Poslovna ekonomija 10, no. 2: 1-27.
Predmet istraživanja u radu jeste implementacija komparativne studije modela teorije ekstremnih vrednosti (EVT) u aktivnostima investiranja. Shodno tome, fokus istraživanja je na analiziranju performansi primene modela teorije ekstremnih vrednosti (EVT), delta normal VaR-a (D VaR) i istorijske simulacije (HS VaR) na tranzitornom tržištu Republike Srbije sa nivoom pouzdanosti od 95% za 100 i 300 dana. Cilj koji se želi ostvariti istraživanjem jeste dolaženje do kvalitetnih i pouzdanih informacija o mogućnostima primene različitih modela kalkulacije VaR-a u optimizaciji efekata od aktivnosti investiranja na domicilnom tržištu. Metodologija istraživanja korišćena u radu obuhvata analizu MANOVA, diskriminativnu analizu i Roy-ev test. Glavni rezultati istraživanja ukazuju da postoji statistička značajna razlika u performansama primene testiranih modela, odnosno uspešnosti predikcije rizika od aktivnosti investiranja. Rezultati istraživanja biće korisni kako akademskoj, tako i stručnoj javnosti, u smislu značajnog proširivanja kognitivne baze o mogućnostima primene različitih modela kalkulacije VaR-a u aktivnostima investiranja na tranzitornom tržištu Republike Srbije. teorija ekstremnih vrednosti; istorijska simulacija; delta normal VaR; rizik; investiranje
Vladimir Djakovic; Goran Andjelic; Đaković Vladimir Đ.; Anđelić Goran B.. A comparative study of the extreme value theory model in investments. Poslovna ekonomija 2014, 8, 9 -22.
AMA StyleVladimir Djakovic, Goran Andjelic, Đaković Vladimir Đ., Anđelić Goran B.. A comparative study of the extreme value theory model in investments. Poslovna ekonomija. 2014; 8 (1):9-22.
Chicago/Turabian StyleVladimir Djakovic; Goran Andjelic; Đaković Vladimir Đ.; Anđelić Goran B.. 2014. "A comparative study of the extreme value theory model in investments." Poslovna ekonomija 8, no. 1: 9-22.
Taking into account current trends and opportunities in the transitional markets, the subject of the research is to analyze and quantify the different Value at Risk (VaR) calculation models in the light of investment risk assessment performance in the domestic market. The research objective is to gain a series of qualitative and quantitative information about the possibilities of effective application of different VaR models in investment decision-making in order to minimize risks of investment activities. The research focuses on the domestic financial market and covers the period 2006-2012. The research methodology involves the use of MANOVA analysis, discriminant analysis, and Roy's test, and is adapted to the specific characteristics of the transitional market of the Republic of Serbia. The research results confirm the prominent place, role and importance of different VaR models in the light of the investment risk quantification in the domestic market, with reference to the specificities between particular VaR models. In this sense, the results will be useful both for academic and professional communities, in the context of the successful application of different VaR models in decision-making about investment activities.
Vladimir Djakovic; Goran Andjelic; Isidora Ljumovic; Đaković Vladimir Đ.; Anđelić Goran B.; Ljumović Isidora Lj.. 10.5937/industrija42-5983 = Parametric and nonparametric VaR daily returns estimation. Industrija 2014, 42, 43 -54.
AMA StyleVladimir Djakovic, Goran Andjelic, Isidora Ljumovic, Đaković Vladimir Đ., Anđelić Goran B., Ljumović Isidora Lj.. 10.5937/industrija42-5983 = Parametric and nonparametric VaR daily returns estimation. Industrija. 2014; 42 (4):43-54.
Chicago/Turabian StyleVladimir Djakovic; Goran Andjelic; Isidora Ljumovic; Đaković Vladimir Đ.; Anđelić Goran B.; Ljumović Isidora Lj.. 2014. "10.5937/industrija42-5983 = Parametric and nonparametric VaR daily returns estimation." Industrija 42, no. 4: 43-54.
This paper investigates the performance of extreme value theory (EVT) with the daily stock index returns of four different emerging markets. The research covers the sample representing the Serbian (BELEXline), Croatian (CROBEX), Slovenian (SBI20), and Hungarian (BUX) stock indexes using the data from January 2006 - September 2009. In the paper a performance test was carried out for the success of application of the extreme value theory in estimating and forecasting of the tails of daily return distribution of the analyzed stock indexes. Therefore the main goal is to determine whether EVT adequately estimates and forecasts the tails (2.5% and 5% at the tail) of daily stock index return distribution in the emerging markets of Serbia, Croatia, Slovenia, and Hungary. The applied methodology during the research includes analysis, synthesis and statistical/mathematical methods. Research results according to estimated Generalized Pareto Distribution (GPD) parameters indicate the necessity of applying market risk estimation methods, i.e. extreme value theory (EVT) in the framework of a broader analysis of investment processes in emerging markets.
Goran Andjelic; Ivana Milosev; Vladimir Djakovic. Extreme value theory in emerging markets. Ekonomski anali 2010, 55, 63 -105.
AMA StyleGoran Andjelic, Ivana Milosev, Vladimir Djakovic. Extreme value theory in emerging markets. Ekonomski anali. 2010; 55 (185):63-105.
Chicago/Turabian StyleGoran Andjelic; Ivana Milosev; Vladimir Djakovic. 2010. "Extreme value theory in emerging markets." Ekonomski anali 55, no. 185: 63-105.
This paper investigates the validity of the random walk theory in the Euro-Serbian dinar exchange rate market. We apply Andrew Lo and Archie MacKinlay's (1988) conventional variance ratio test and Jonathan Wright's (2000) non-parametric ranks and signs based variance ratio tests to the daily Euro/Serbian dinar exchange rate returns using the data from January 2005 - December 2008. Both types of variance ratio tests overwhelmingly reject the random walk hypothesis over the data span. To assess the robustness of our findings, we examine the forecasting performance of a non-linear, nonparametric model in the spirit of Francis Diebold and James Nason (1990) and find that it is able to significantly improve upon the random walk model, thus confirming the existence of foreign exchange market imperfections in a small transition economy such as Serbia. In the last part of the paper, we conduct a comparative study on how our results relate to those of other transition economies in the region.
Nikola Gradojevic; Vladimir Djakovic; Goran Andjelic. Random walk theory and exchange rate dynamics in transition economies. Panoeconomicus 2010, 57, 303 -320.
AMA StyleNikola Gradojevic, Vladimir Djakovic, Goran Andjelic. Random walk theory and exchange rate dynamics in transition economies. Panoeconomicus. 2010; 57 (3):303-320.
Chicago/Turabian StyleNikola Gradojevic; Vladimir Djakovic; Goran Andjelic. 2010. "Random walk theory and exchange rate dynamics in transition economies." Panoeconomicus 57, no. 3: 303-320.