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Economic Research-Ekonomska Istraživanja Volume 29, 2016 - Issue 1: Including Special Section: 7th International scientific conference by Juraj Dobrila University of Pula and Istrian Development Agency
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Articles

Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio

Milica ObadovićDDOR Novi Sad a.d.o., Directorate for actuarial jobs, Novi Sad, SerbiaCorrespondence[email protected]
,
Evica PetrovićThe Faculty of Economics, University of Niš, Niš, Serbia
,
Nenad VunjakThe Faculty of Economics Subotica, University of Novi Sad, Subotica, Serbia
&
Mirjana IlićThe College of Tourism, University of Belgrade, Belgrade, Serbia
Pages 475-484 | Received 26 Sep 2013, Accepted 30 Oct 2014, Published online: 13 May 2016

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