Ranko Jelic

University of Sussex Business School

Professor of Finance

Falmer, Brighton BN1 9SL

United Kingdom

SCHOLARLY PAPERS

26

DOWNLOADS
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Top 14,135

in Total Papers Downloads

5,024

SSRN CITATIONS
Rank 10,349

SSRN RANKINGS

Top 10,349

in Total Papers Citations

20

CROSSREF CITATIONS

99

Scholarly Papers (26)

1.

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

Number of pages: 44 Posted: 13 Jan 2003
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 1,184 (25,318)
Citation 3

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Privatization methods, Long-run performance, Central and Eastern European transition economies

2.

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 711 (51,385)
Citation 5

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Privatization, Operating Performance, Transition Economies

3.

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 523 (76,011)
Citation 3

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4.

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

Number of pages: 36 Posted: 17 Jun 2001
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 506 (79,137)

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5.

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 423 (97,852)

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Privatization, Operating Performance, Transition Economies, Self-selection

6.

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 353 (120,163)

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private equity, fundraising, earnings management, IPOs

7.

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 260 (165,233)
Citation 1

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

8.

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 198 (213,779)
Citation 1

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

9.

Bond Portfolio Management Under Solvency II Regulation

Number of pages: 40 Posted: 01 Feb 2019 Last Revised: 23 Nov 2020
University of Kragujevac, University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
Downloads 135 (293,795)

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

10.

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
University of Kragujevac - Faculty of Economics, University of Kragujevac, Union University and University of Sussex Business School
Downloads 128 (307,647)

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Maximum drawdown; Genetic algorithm; Portfolio optimization; Risk management

11.

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 121 (318,788)
Citation 3

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

12.

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 105 (351,608)

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

13.

Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach

CESifo Working Paper Series No. 5731
Number of pages: 31 Posted: 07 Mar 2016
University of Kragujevac, University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
Downloads 84 (404,406)
Citation 1

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

14.

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 68 (454,715)
Citation 4

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Buyouts, Boards, Private Equity, Human Capital

15.

Time Varying Factors in the Performance of Corporate Bond Indices

Number of pages: 62 Posted: 03 Jan 2019
Vienna University of Technology, University of Sussex, University of Sussex Business School and University of Basel
Downloads 54 (507,966)

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Corporate Bond Index, Regime Switching Threshold Model, Model Selection

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
University of Belgrade - Faculty of Economics, University of Kragujevac, University of Kragujevac, University of Sussex Business School and University of Kragujevac
Downloads 47 (538,914)
Citation 2

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

17.

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

Number of pages: 24 Posted: 28 Apr 2005
Mike Wright, Ranko Jelic and Brahim Saadouni
Nottingham University Business School, University of Sussex Business School and Alliance Manchester Business School, The University of Manchester
Downloads 39 (578,684)
Citation 2

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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 36 (595,016)
Citation 1

Abstract:

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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 21 (695,425)

Abstract:

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

20.

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

European Financial Management, Vol. 13, No. 5, pp. 853-879, November 2007
Number of pages: 27 Posted: 26 Oct 2007
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex Business School
Downloads 18 (719,283)
Citation 1

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21.

Exits, Performance, and Late Stage Private Equity: The Case of UK Management Buy‐Outs

European Financial Management, Vol. 17, Issue 3, pp. 560-593, 2011
Number of pages: 34 Posted: 31 May 2011
Ranko Jelic and Mike Wright
University of Sussex Business School and Nottingham University Business School
Downloads 5 (842,725)
Citation 1

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MBO, operating performance, private equity, IPO, SMBOs, G24, G32, G34

22.

Staying Power of UK Buy‐Outs

Journal of Business Finance & Accounting, Vol. 38, Issue 7‐8, pp. 945-986, 2011
Number of pages: 42 Posted: 13 Oct 2011
Ranko Jelic
University of Sussex Business School
Downloads 3 (865,816)
Citation 1

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buy‐outs, private equity firms, IPO, acquisitions, SMBO, survival analysis

23.

European Bond ETFs: Tracking Errors and the Sovereign Debt Crisis

European Financial Management, Vol. 20, Issue 5, pp. 958-994, 2014
Number of pages: 37 Posted: 31 Oct 2014
Mikica Drenovak, Branko Urosevic and Ranko Jelic
University of Kragujevac, University of Belgrade - Faculty of Economics and University of Sussex Business School
Downloads 2 (878,965)

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

24.

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

European Financial Management, Vol. 21, Issue 2, pp. 265-308, 2015
Number of pages: 44 Posted: 13 Mar 2015
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 0 (910,098)

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

25.

Lockup Agreements and Survival of UK IPOs

Journal of Business Finance & Accounting, Vol. 41, Issue 5-6, pp. 717-742, 2014
Number of pages: 26 Posted: 26 Jul 2014
Wasim Ahmad and Ranko Jelic
Birmingham City University and University of Sussex Business School
Downloads 0 (910,098)

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IPOs, lockups, survival, going private, private equity

26.

Developments in Corporate Governance in Central and Eastern Europe

Posted: 18 Oct 2000
Chris Mallin and Ranko Jelic
Norwich Business School, University of East Anglia and University of Sussex Business School

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