Have a personal or library account? Click to login
Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia Cover

Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia

Economic Themes
Volume 62 (2024): Issue 4 (December 2024)
By: Ivan D. Radojković,  Ognjen V. Radović and  Kristina R. Stevanović  
Open Access
|Jul 2025

Authors

Ivan D. Radojković

ivanradojkovic1972@gmail.com

University of Niš, Faculty of Pedagogy, Republic of Serbia

Ognjen V. Radović

ogi@eknfak.ni.ac.rs

University of Niš, Faculty of Economics, Republic of Serbia

Kristina R. Stevanović

kandjelic@gmail.com

University of Niš, Faculty of Pedagogy, Republic of Serbia
DOI: https://doi.org/10.2478/ethemes-2024-0029 | Journal eISSN: 2217-3668 | Journal ISSN: 0353-8648
Journal RSS Feed
Language: English
Page range: 541 - 560
Submitted on: Sep 30, 2024
Accepted on: Dec 30, 2024
Published on: Jul 6, 2025
Published by: University of Niš, Faculty of Economics
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
Voluntary pension funds,
Investment unit,
Volatility,
Extreme Value Theory (EVT),
Generalized Pareto Distribution (GPD),
Risk management
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Business management,
Business management, other

© 2025 Ivan D. Radojković, Ognjen V. Radović, Kristina R. Stevanović, published by University of Niš, Faculty of Economics
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Previous articleVolume 62 (2024): Issue 4 (December 2024)Next article