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Ilija Ivan Zovko

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This is information that was supplied by Ilija Zovko in registering through RePEc. If you are Ilija Ivan Zovko , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ilija
Middle Name: Ivan
Last Name: Zovko
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RePEc Short-ID: pzo8

Email:
Homepage: http://www.santafe.edu/~zovko
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Affiliation

(in no particular order)

Works

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Working papers

  1. Cyril Coste & Raphael Douady & Ilija I. Zovko, 2009. "The StressVaR: A New Risk Concept for Superior Fund Allocation," Papers 0911.4030, arXiv.org.
  2. Ilija I. Zovko & J. Doyne Farmer, 2007. "Correlations and clustering in the trading of members of the London Stock Exchange," Papers 0709.3261, arXiv.org.
  3. Ilija I. Zovko, 2004. "Network properties of trading," Computing in Economics and Finance 2004 328, Society for Computational Economics.
  4. J. Doyne Farmer & Paolo Patelli & Ilija I. Zovko, 2003. "The Predictive Power of Zero Intelligence in Financial Markets," Papers cond-mat/0309233, arXiv.org, revised Feb 2004.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2009-11-27. Author is listed

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