MILOŠ BOŽOVIĆ Assistant Professor

Transcription

1 VITA March 2016 MILOŠ BOŽOVIĆ Assistant Professor Faculty of Economics University of Belgrade Kamenička Belgrade, Serbia Tel: ( ) milosbozovic@ekof.bg.ac.rs EDUCATION PhD in Economics, summa cum laudae, Department of Economics and Business, Universitat Pompeu Fabra, Barcelona, Spain (April 2009) PhD in Physics, Department of Physics, University of Belgrade, Serbia (September 2005) MSc in Economics, Department of Economics and Business, Universitat Pompeu Fabra, Barcelona, Spain (July 2004) MSc in Physics, Department of Physics, University of Belgrade, Serbia (December 2002) BSc in Physics, Department of Physics, University of Belgrade, Serbia (September 2000) Economics and Finance PUBLICATIONS Articles Exchange rate as a determinant of corporate loan defaults in a euroized economy: evidence from micro-level data (with J. Atanasijević), Eastern European Economics, forthcoming, 2016 (doi: / ) The anomalous forward premium of EUR/RSD exchange rate (with M. Talijan), Journal of Sustainable Development, forthcoming, 2016 'Tail risk in emerging markets of Southeastern Europe (with S. Totić), Applied Economics, 48 (19), , 2016 Equity premium in Serbia: A different kind of puzzle? (in Serbian), Ekonomske ideje i praksa, 18, 69 90, 2015 Credit Rating Agencies and Moral Hazard (with B. Urošević and B. Živković), Panoeconomicus, 58 (2), , 2011 The influence of financial sector on economy (in Serbian, with B. Urošević and B. Živković), Ekonomika preduzeća, 59 (1-2), 34 44, 2011 On the Spillover of Exchange Rate Risk into Default Risk (with B. Urošević and B. Živković), Economic Annals, 183, 32 55, 2009 Global financial crisis causes and consequences on Serbia and the region (in Serbian, with B. Urošević and B. Živković), Quarterly Monitor, 14, 94 98, 2008

2 'Valoración de activos derivados sobre materias primas considerando reversión a la media y saltos Poisson' (in Spanish), Bolsa: revista mensual de bolsas y mercados españoles, 159, 76 77, 2006 Books and book chapters Operational research and quantitative investment methods (in Serbian, with B. Urošević), 2 nd edition, Faculty of Economics, University of Belgrade, 2013, ISBN Practical considerations in optimal selection of investment portfolio (with B. Urošević) in: Product Specifics on the Markets of Insurance and Reinsurance, editors: J. Kočović, B. Jovanović Gavrilović and M. Radović Marković, pp , Faculty of Economics, University of Belgrade, 2013 Creating the environment for more efficient investment portfolios of insurance companies in Serbia (with B. Urošević) in: Achieved Results and Prospects of Insurance Market Development in Modern World, editors: J. Kočović, B. Jovanović Gavrilović & D. Jakovčević, pp , 2012 'The Housing Market in Serbia in the Past Decade' (with D. Šoškić, B. Urošević, and B. Živković) in: Global Housing Markets: Crises, Policies, and Institutions, editors: A. Bardhan, R. Edelstein & C. Kroll, John Wiley & Sons, pp , 2011 'Network risk in international banking groups' (in Serbian, with B. Urošević and B. Živković) in: New strategy of development of Serbian economy Challenges of economic policy in 2011, editors: J. Bajec i M. Jakšić, Faculty of Economics, University of Belgrade, pp , 2011 'Contagion risks in banking networks in central, eastern and south-eastern Europe' (in Serbian, with B. Urošević and B. Živković) in: Economic policy and development, editors: B. Jovanović-Gavrilović i T. Rakonjac-Antić, Faculty of Economics, University of Belgrade, pp , 2010 Conference proceedings Financial stability in a dual-currency regime (in Serbian), in: Economic policy in 2016, Belgrade, Serbia, December 12, 2015 Financial Development and Growth: Evidence from Serbia, in: Proceedings of EACES Workshop Financial Development in Transition and Post-Transition Countries, Belgrade, Serbia, September 11 12, 2015 (ISBN ) Application of Credit Rating Models in Financial Sector, in: Contemporary Financial Management, pp ; Belgrade, Serbia, December 4, 2015 (ISBN ) Equity premium in Serbia: A different kind of puzzle?, in: Management International Conference Managing Sustainable Growth, Portorož, Slovenia, May 28 30, 2015 (ISBN ) Valuing an Option to Abandon a PPP Toll Road Project (with M. Sudarić, N. Vajdić and G. Mladenović), in: Proceedings of the Transport Research Arena (TRA) 2014, Paris, France, April 14 17, 2014 Regulation of investments of insurance companies (in Serbian, with B. Urošević), in: Supervision and regulation of insurance companies, Faculty of Economics, University of Belgrade and Serbian Actuarial Association, Zlatibor, May 27-29, 2011 When Currency is Crunching the Credit: The Spillover of Exchange Rate Risk into Default Risk (with B. Urošević and B. Živković) in: Economic Policy and Global Recession, Faculty of Economics, University of Belgrade, September 25-27, 2009

3 Permanent working papers Valuing Legal Inefficiencies in Emerging Market Economies (with R. Karapandža and B. Urošević), RICAFE working paper 076, London School of Economics, 2009 A Copula Approach to Cross-Market Diversification (with R. Karapandža and B. Urošević), RICAFE working paper 075, London School of Economics, 2009 Market Risk Management in Emerging Markets: the Case of Western Balkans (with B. Urošević and R. Karapandža), RICAFE working paper 072, London School of Economics, 2009 Physics Articles Influence of different band masses on ballistic charge transport in ferromagnetsuperconductor-ferromagnet trilayers (with Z. Pajović and Z. Radović), Physica C 469, 21, Ballistic transport in ferromagnet superconductor ferromagnet trilayers with arbitrary orientation of magnetisations (with Z. Radović), New Journal of Physics 264, 9, Josephson coupling through ferromagnetic heterojunctions with noncollinear magnetizations (with Z. Pajović, Z. Radovic, J. Cayssol, and A. Buzdin), Physical Review B 74, , Ferromagnet-superconductor proximity effect: The clean limit (with Z. Radović), Europhysics Letters 70(4), 513, Coherent electronic transport through a superconducting film (with Z. Pajović and Z. Radović), Physica C 391/3, , 2003 Coherent effects in ferromagnet/superconductor/ferromagnet junctions (with Z. Radović), Physical Review B 66, , 2002 Book chapters Spin-polarized currents in superconducting films (with Z. Radović), in: Superconducting and Related Oxides: Physics and nanoengineering V, Proceedings of SPIE, vol (Seattle, 2002), pp Coherent quantum transport of spin-polarized currents through superconducting films (with Z. Radović), in: Applied Physics in Serbia, edited by: S. Koički et al. (Serbian Academy of Sciences and Arts, Belgrade, 2002), pp Conference proceedings Spin-triplet correlations in clean superconductor-ferromagnet multilayers (with Z. Pajović, Z. Radovic, J. Cayssol, and A. Buzdin), American Physical Society March Meeting, March 10 14, 2008, Morial Convention Center, New Orleans, USA Spin-triplet correlations in superconductor-ferromagnet multilayers (with Z. Pajović and Z. Radović), Seventeenth National Symposium on Condensed Matter Physics, September 16 20, 2007, Vršac, Serbia Contribution of geometrical resonances to the Andreev process in double-barrier FISIF and SIFIS structures (with Z. Radović, Z. Pajović, N. Lazarides, and N. Flytzanis), Coherent charge and spin transport on a nanoscale, NATO Advanced Research Workshop, June 8 14, 2003, Moscow, Russia

4 Coherent electronic transport in superconductor-ferromagnet heterostructures (with Z. Radović, Z. Pajović, N. Lazarides, and N. Flytzanis), Fifth General Conference of Balkan Physical Union, BPU5, August 24 29, 2003, Vrnjačka Banja, Serbia Unusual proximity effect in clean superconducting junctions (with Z. Radović), Fifth General Conference of Balkan Physical Union, BPU5, August 24 29, 2003, Vrnjačka Banja, Serbia Transport properties of a superconducting film backed by a ferromagnetic metal (with Z. Radović), in: Proceedings of the Yugoslav Conference on Condensed Matter Physics, edited by: Lj. Dobrosavljević-Grujić and I. Savić (SFIN, Belgrade 2002), pp ADDITIONAL RESEARCH EXPERIENCE Serbian Ministry of Education, Science and Technological Development Project No. OH , Risk of Financial Institutions and Markets in Serbia Microeconomic and Macroeconomic Analysis ( ); SVAPD project sponsored by the Center for Innovation and Business Development (CIDEM), Barcelona ( ); RICAFE 2 European Commission Project (a part of Framework Project 6), jointly with London School of Economics, University of Tilburg, University of Torino, Hebrew University and HEC Paris ( ); Serbian Ministry of Science and Technology Project No. 1899, Superconductivity and Quantum Heterostructures, in collaboration with Université Bordeaux I ( ); World Bank Poverty Assessment Project (2004); Greek-Yugoslav Science and Technology Cooperation Project Superconducting Heterostructures and Devices ( ). RESEARCH INTERESTS risk modeling, asset pricing, banking, history of financial markets and institutions HONORS, GRANTS AND AWARDS Excellence Award for outstanding teaching in 2010/2011, European Business School (2011) Nomination for Global Association of Risk Professionals (GARP) annual award for the best paper in risk management (2010) Annual award of the Association of Spanish exchanges and markets (BMEX) for the best research paper in financial derivatives (2006) Graduate scholarship, Universitat Pompeu Fabra, Barcelona ( ) Research grant, Foundation for Advancement of Economics, Belgrade (2006)

5 Serbian Ministry of Science award for scientific achievements (2004) International Graduate School of Catalunya pre-doctoral fellow ( ) Scholarship of the Serbian Ministry of Science and Technology ( ) Fellowship of the Foundation for Development of Young Scientists and Artists of Serbia, ( ) EXTERNAL LECTURER POSITIONS Department of Management and Economics, European Business School, Germany Department of Finance and Accounting, European Business School, Germany Department of Mathematics and Informatics, University of Novi Sad PROFESSIONAL DEVELOPMENT Affiliations CESifo European Finance Association Global Association of Risk Professionals Service President of the Board, Center for Investments and Finance, Belgrade Member of the Board, Institute for Economic Sciences, Belgrade Software Matlab, Stata Patent Co-author of commercial software RiskGuard*, a risk management solution for banks and other financial institutions (Serbian Institute for Intellectual Property patent No. A-380/08/2 of September 9, 2008) Consulting Over a decade of experience as a consultant and project manager on a number of projects in Europe and the Middle East, including projects for the EU, USAID, the World Bank, Government of Catalunya and National Bank of Serbia.

6 Consultant for several ministries of finance and central banks in the region of South-Eastern Europe. Ten years of consulting experience in risk management. Participated in many professional training seminars for financial and government institutions. Languages Serbian (native), English, Spanish

7 TEACHING Faculty of Economics, University of Belgrade, Serbia Financial Economics (undergraduate) Quantitative Finance (undergraduate) Financial Derivatives and Fixed Income Securities (graduate) Research methods in economics with applications in finance (graduate) Advanced Risk Modeling (graduate) Financial Mathematics (graduate) Department of Management and Economics, European Business School, Germany Derivatives (graduate) Risk Management (graduate) Economic Foundations of Finance (graduate) Department of Mathematics and Informatics, University of Novi Sad Finance 2 (graduate) REFERENCES Professor Branko Urošević Faculty of Economics University of Belgrade Kamenička 6, Belgrade, Serbia urosevic@ekof.bg.ac.rs Professor Xavier Freixas Department of Economics and Business Universitat Pompeu Fabra Ramon Trias Fargas 25 27, Barcelona, Spain xavier.freixas@upf.edu Professor Manuel Moreno Departamento de Análisis Económico y Finanzas Facultad de Ciencias Jurídicas y Sociales C/ Cobertizo de San Pedro Mártir s/n Universidad de Castilla La Mancha Toledo, Spain manuel.moreno@uclm.es