Ranko Jelic

University of Sussex Business School

Professor of Finance

Falmer, Brighton BN1 9SL

United Kingdom

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 18,435

SSRN RANKINGS

Top 18,435

in Total Papers Downloads

5,724

TOTAL CITATIONS
Rank 16,081

SSRN RANKINGS

Top 16,081

in Total Papers Citations

30

Scholarly Papers (28)

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 768 (69,563)
Citation 5

Abstract:

Loading...

Privatization, Operating Performance, Transition Economies

2.

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 554 (105,559)

Abstract:

Loading...

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 553 (105,809)
Citation 3

Abstract:

Loading...

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 467 (130,004)

Abstract:

Loading...

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 444 (138,227)
Citation 4

Abstract:

Loading...

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 318 (200,285)
Citation 2

Abstract:

Loading...

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

7.

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 302 (211,719)
Citation 2

Abstract:

Loading...

Maximum drawdown; Genetic algorithm; Portfolio optimization; Risk management

8.

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 301 (212,478)

Abstract:

Loading...

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

9.

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 271 (236,907)
Citation 1

Abstract:

Loading...

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

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 210 (304,074)
Citation 3

Abstract:

Loading...

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

11.

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 202 (315,384)

Abstract:

Loading...

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

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 150 (409,975)

Abstract:

Loading...

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 128 (465,104)
Citation 1

Abstract:

Loading...

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 123 (479,870)
Citation 4

Abstract:

Loading...

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 115 (505,052)

Abstract:

Loading...

Corporate Bond Index, Regime Switching Threshold Model, Model Selection

16.

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 110 (522,003)

Abstract:

Loading...

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

17.

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 106 (536,344)

Abstract:

Loading...

MBO, Operating Performance, Private Equity, IPO, SMBOs

18.

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 86 (614,925)
Citation 1

Abstract:

Loading...

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

19.

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 86 (614,925)
Citation 2

Abstract:

Loading...

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

20.

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 73 (674,515)
Citation 2

Abstract:

Loading...

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

21.

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 66 (711,317)

Abstract:

Loading...

management buyouts, venture capital, performance

22.

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 58 (758,519)

Abstract:

Loading...

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

23.

Economic Impact of Bolar Exemptions

Number of pages: 59 Posted: 12 Jun 2024
Hien Dinh, Mostak Ahamed and Ranko Jelic
University of Sussex, University of Sussex - School of Business, Management and Economics and University of Sussex Business School
Downloads 49 (820,270)

Abstract:

Loading...

Patents, Bolar exemption, Innovation, R&D, Pharmaceuticals and Biotech

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 46 (843,421)

Abstract:

Loading...

Privatization, Operating Performance, Transition Economies, Self-selection

25.

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
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 40 (893,644)

Abstract:

Loading...

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

26.

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 37 (921,105)

Abstract:

Loading...

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

27.

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 36 (930,489)

Abstract:

Loading...

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

28.

How Inclusive Financial Policies Affect Bank Lending?

Number of pages: 52 Posted: 07 Nov 2024
Mostak Ahamed and Ranko Jelic
University of Sussex - School of Business, Management and Economics and University of Sussex Business School
Downloads 25 (1,047,170)

Abstract:

Loading...

financial inclusion policies, bank loans, firms' borrowing, gender gap, difference in difference