Academic title: Full Professor
Born: 8/11/1964
Employed from: 1/2/2021
Email: burosevic@raf.rs
Academic career
- PhD: 2002, Haas School of Business, University of California, Berkeley – Berkeley, Economic Sciences
- PhD: 1995, Brown University, Providence, Physics
- BsC: Lomonosov Moscow State University, Moscow, Physics
- Full professor – from February 2021, School of Computing, Belgrade, Economic Sciences
- Re-election to the title – 2020, School of Computing, Belgrade, Economic Sciences
- Election to the title – 2013, Faculty of Economics, Belgrade, Economic Sciences
- Assistant professor, associate professor, full professor – 2005 – 2013, Faculty of Economics, Belgrade
- Assistant professor – 2002–2005, Pompeu Fabra University, Barcelona
- He created Master in Finance and International Masters in Quantitative Finance.
- He created Master in Computational Finance (MCF) in 2021.
- CESIfo Research Network member, Ludwig-Maximilian University, Munich
- European Economic Advisory Group member
- Member of the Academic Council for Higher Education, Serbian Academy of Arts and Sciences, Belgrade, Serbia
- Member of the Scientific Committee, UniCredit Foundation, Milan, Italy
Scientific and professional production
1. Bond Portfolio Management under Solvency II Regulation (са M. Drenovak, V. Ranković, и R.
Jelić), European Journal of Finance, 2020, doi/10.1080/1351847X.2020.1850499
2. Market risk management in a post-Basel II regulatory environment, (са M. Drenovak, V.
Ranković, M. Ivanović и R. Jelić), European Journal for Operations Research, March 2017, Vol
257(3), pp- 1030-1044.
3. Mean-Univariate GARCH portfolio optimization: an actual portfolio approach (са M. Drenovak, V.
Rankovic и R. Jelic), Computers and Operations Research, 2016 (72), August 2016, Pages 83–92.
4. Noise and Aggregation of Information in Large Markets (са Diego Garcia), Journal of Financial
Markets, 2013, 16(3), 526-550
5. Zipf rank approach and cross-country convergence of incomes (са J. Shao, P. Ivanov, E. Stanley, и
B. Podobnik), Europhysics Letters, 2011, Europhysics Letters, 94, 48001, p. 1-6
6. Bankruptcy Risk Model and Empirical Tests (са B. Podobnik, D. Horvatic, A. Petersen, и E.
Stanley), Proceedings of the National Academy of Sciences of the United States (PNAS), 2010, vol
107 (43), 18325-18331.
7. Ownership Dynamics with Multiple Insiders: The Case of REITs (са A. Sureda, R. Edelstein и N.
Wonder). Real Estate Economics, 2009, November, 38(1), 57-90.
8. Overconfidence and market efficiency with heterogeneous agents (са D. Garcia и F. Sangiorgi).
Economic Theory, 2007, 30, 313-336.
9. Optimal Ownership Policy by a ‘Large Shareholder’ (са P. DeMarzo). Journal of Political Economy,
2006, 114(4), 774-815.
10. Static Mean-Variance Analysis with Uncertain Time Horizon (са L. Martellini). Management
Science, 2006, 52(6), p. 955-964.
