Ranko Jelic

University of Sussex Business School

Professor of Finance

Falmer, Brighton BN1 9SL

United Kingdom

  • University of Sussex Business School

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    • Tel: +441273872597
SCHOLARLY PAPERS

26

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30

CROSSREF CITATIONS

61

Scholarly Papers (26)

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1.

Operating Performance of Privatized Companies in Transition Economies - the Case of Poland, Hungary and the Czech Republic

Number of pages: 35 Posted: 18 Apr 2003
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex Business School
Downloads 734 (60,692)
Citation 5

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Privatization, Operating Performance, Transition Economies

2.

Private to Public Mbos - the Role of Venture Capitalist

Number of pages: 41 Posted: 18 Jun 2002
Ranko Jelic, Mike Wright and Brahim Saadouni
University of Sussex Business School, Nottingham University Business School and Alliance Manchester Business School, The University of Manchester
Downloads 536 (90,434)
Citation 3

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3.

The Financial Performance of Privatised Firms: Evidence from Three Transition Economies

Number of pages: 36 Posted: 17 Jun 2001
Ranko Jelic, Richard Briston and Wolfgang Aussenegg
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 530 (91,683)

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4.

Operating Performance of Newly Privatized Firms in Central European Transition Economies

Number of pages: 45 Posted: 29 Sep 2006
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex Business School
Downloads 444 (113,411)

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Privatization, Operating Performance, Transition Economies, Self-selection

5.

Do Stressed PE Firms Misbehave?

Journal of Corporate Finance, Forthcoming
Number of pages: 47 Posted: 08 Feb 2021
Ranko Jelic, Dan Zhou and Wasim Ahmad
University of Sussex Business School, University of Reading - Henley Business School and Cranfield University - School of Management
Downloads 414 (123,132)
Citation 3

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private equity, fundraising, earnings management, IPOs

6.

Common Factors in the Performance of European Corporate Bonds – Evidence Before and after Financial Crisis

Number of pages: 42 Posted: 01 Mar 2012
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 284 (185,898)
Citation 2

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Asset Pricing, Euro Corporate Bonds, Factor Models, Financial Crisis, Anomalies

7.

Corporate Insider Trading in Europe

Journal of International Financial Markets, Institutions & Money, Forthcoming
Number of pages: 45 Posted: 19 Jun 2017
Wolfgang Aussenegg, Ranko Jelic and Robert Ranzi
Vienna University of Technology, University of Sussex Business School and Vienna University of Technology
Downloads 232 (226,490)
Citation 1

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insider trading, disclosure, public enforcement, crisis, contrarian investors

8.

Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 25 Aug 2021
Mikica Drenovak, Vladimir Rankovic, Branko Urošević and Ranko Jelic
University of Kragujevac - Faculty of Economics, University of Kragujevac, Union University and University of Sussex Business School
Downloads 231 (228,364)
Citation 2

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Maximum drawdown; Genetic algorithm; Portfolio optimization; Risk management

9.

Bond Portfolio Management Under Solvency II Regulation

Number of pages: 40 Posted: 01 Feb 2019 Last Revised: 23 Nov 2020
Mikica Drenovak, Vladimir Rankovic, Branko Urosevic and Ranko Jelic
University of Kragujevac, University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
Downloads 223 (235,084)

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Portfolio management; Insurance; Solvency II; Market risk; NSGA II

10.

European Asset Swap Spreads and the Credit Crisis

Number of pages: 42 Posted: 08 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 169 (301,486)
Citation 3

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European Bonds, Asset Swaps, Credit Risk, Financial Crisis, Markov Switching

11.

European ‘Fear’ Indices – Evidence Before and During the Financial Crisis

Number of pages: 46 Posted: 23 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 118 (400,778)

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European volatility indices, Return-volatility relation, Markov switching, Quantile regression, Impulse response function

12.

Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach

CESifo Working Paper Series No. 5731
Number of pages: 31 Posted: 07 Mar 2016
Vladimir Rankovic, Mikica Drenovak, Branko Urosevic and Ranko Jelic
University of Kragujevac, University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
Downloads 112 (416,388)
Citation 1

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portfolio optimization, actual portfolios, value at risk, GARCH, NSGA-II

13.

Sustaining the Buyout Governance Model: Inside Secondary Management Buyout Boards

Number of pages: 47 Posted: 25 Feb 2018
Ranko Jelic, Dan Zhou and Mike Wright
University of Sussex Business School, University of Reading - Henley Business School and Imperial College London
Downloads 97 (460,500)
Citation 4

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Buyouts, Boards, Private Equity, Human Capital

14.

Time Varying Factors in the Performance of Corporate Bond Indices

Number of pages: 62 Posted: 03 Jan 2019
Wolfgang Aussenegg, Louisa Chen, Ranko Jelic and Dietmar Maringer
Vienna University of Technology, University of Sussex, University of Sussex Business School and University of Basel
Downloads 86 (496,920)

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Corporate Bond Index, Regime Switching Threshold Model, Model Selection

15.

Private Equity (PE) and Governance in Secondary Buyouts

The Palgrave Encyclopedia of Private Equity, B.Hammer and D.Cumming (Eds), Palrgrave Macmillan, 2023.
Number of pages: 9 Posted: 18 Jun 2023
Ranko Jelic, Wolfgang Aussenegg and Dan Zhou
University of Sussex Business School, Vienna University of Technology and University of Reading - Henley Business School
Downloads 83 (507,703)

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Buyouts; Secondary management buyouts (SMBO); Private equity governance model

16.

Market Risk Management in a Post-Basel II Regulatory Environment

CESifo Working Paper Series No. 6293
Number of pages: 32 Posted: 09 Feb 2017
Branko Urosevic, Mikica Drenovak, Vladimir Rankovic, Ranko Jelic and Milos Ivanovic
University of Belgrade - Faculty of Economics, University of Kragujevac, University of Kragujevac, University of Sussex Business School and University of Kragujevac
Downloads 67 (572,956)
Citation 2

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finance, market risk, Basel 2.5, GARCH, NSGA-II

17.

Common factors in the performance of European corporate bonds – evidence before and after the financial crisis

European Financial Management, 21, 2, 2015, 265–308.
Number of pages: 47 Posted: 06 Mar 2023
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 54 (636,975)

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asset pricing, Euro corporate bonds, factor models, financial crisis, anomalies

18.

Rumors of an Eclipse Are Exaggerated. The PE Model Is Here To Stay

Annals of Corporate Governance, Forthcoming
Number of pages: 26 Posted: 08 Feb 2021
Mike Wright and Ranko Jelic
Imperial College London and University of Sussex Business School
Downloads 51 (653,554)
Citation 2

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private equity, corporate governance, private ownership, buyouts, IPOs

19.

Non-executive Employee Ownership and Financial Reporting Quality: Evidence from Europe

Forthcoming, Review of Quantitative Finance and Accounting DOI: 10.1007/s11156-022-01058-8
Number of pages: 39 Posted: 06 Apr 2022 Last Revised: 18 Apr 2022
Sami Adwan, Alaa Alhaj Ismail and Ranko Jelic
University of Sussex, Coventry University and University of Sussex Business School
Downloads 50 (659,121)
Citation 1

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Financial Reporting Quality; Earnings Management; Employee Ownership; Rank and File Employees

20.

Exits, Performance, and Late Stage Private Equity: The Case of UK Management Buy-outs

European Financial Management
Number of pages: 46 Posted: 20 Mar 2023
Ranko Jelic and Mike Wright
University of Sussex Business School and University of Nottingham
Downloads 44 (695,399)

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MBO, Operating Performance, Private Equity, IPO, SMBOs

21.

European Bond ETFs - Tracking Errors and the Sovereign Debt Crisis

European Financial Management, 2012
Number of pages: 46 Posted: 20 Mar 2023
Mikica Drenovak, Branko Urosevic and Ranko Jelic
University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
Downloads 29 (803,644)

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exchange-traded funds, tracking errors, fixed-income, sovereign debt crisis

22.

Performance of Private to Public MBOs: The Role of Venture Capital

Journal of Business Finance and Accounting, 2004
Number of pages: 52 Posted: 16 Feb 2023
Ranko Jelic, Brahim Saadouni and Mike Wright
University of Sussex Business School, Alliance Manchester Business School, The University of Manchester and University of Nottingham
Downloads 28 (811,812)

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management buyouts, venture capital, performance

23.

Staying Power of UK Buy-outs

Journal of Business Finance and Accounting, 2011
Number of pages: 54 Posted: 21 Mar 2023
Ranko Jelic
University of Sussex Business School
Downloads 19 (892,167)

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Buy-outs, Private equity firms, IPO, Acquisitions, SMBO, Survival analysis

24.

The Operating Performance of Newly Privatized Firms in Central European Transition Economies

European Financial Management 2007
Number of pages: 52 Posted: 06 Mar 2023
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex Business School
Downloads 18 (911,648)

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Privatization, Operating Performance, Transition Economies, Self-selection

25.

Developments in Corporate Governance in Central and Eastern Europe

Corporate Governance - An International Review, Vol. 8 Iss. 11, January 2000, pp. 43-51 https://doi.org/10.1111/1467-8683.00179
Number of pages: 23 Posted: 16 Feb 2023
Ranko Jelic and Chris Mallin
University of Sussex Business School and Norwich Business School, University of East Anglia
Downloads 18 (901,871)

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corporate governance; Central and Eastern Europe; financial institutions; banks

26.

The Choice of Privatization Method and the Financial Performance of Newly Privatized Firms in Transition Economies

Journal of Business Finance and Accounting, 30, 7&8, Sept/October, 2003, 905-940.
Number of pages: 44 Posted: 06 Mar 2023
Ranko Jelic, Richard Briston and Wolfgang Aussenegg
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 14 (951,326)

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privatization methods, long-run performance, Central and Eastern European transition economies