Items where Author is "Todorovic, N."
Mateus, C., Mateus, I. & Todorovic, N. 
ORCID: 0000-0003-4875-623X (2023).
Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group.
Applied Economics, 56(11),
pp. 1268-1282.
doi: 10.1080/00036846.2023.2175778
Mateus, C., Sarwar, S. & Todorovic, N. ORCID: 0000-0003-4875-623X (2022).
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US.
The European Journal of Finance, 29(4),
pp. 444-465.
doi: 10.1080/1351847x.2022.2071629
Mateus, I., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2019).
Use of Active Peer Benchmarks in assessing UK mutual fund performance and performance persistence.
The European Journal of Finance, 25(12),
pp. 1077-1098.
doi: 10.1080/1351847x.2019.1581639
Mateus, I. B., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2019).
Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks.
Journal of Asset Management, 20(1),
pp. 15-30.
doi: 10.1057/s41260-018-0101-z
Mateus, I. B., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2018).
Review of new trends in the literature on factor models and mutual fund performance.
International Review of Financial Analysis, 63,
pp. 344-354.
doi: 10.1016/j.irfa.2018.12.012
Sarwar, G., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2018).
A guide to survival of momentum in UK style portfolios.
International Journal of Banking, Accounting and Finance, 9(2),
pp. 192-224.
doi: 10.1504/ijbaaf.2018.092134
Sarwar, G., Mateus, C. & Todorovic, N. (2017). US sector rotation with five-factor Fama–French alphas. Journal of Asset Management, 19(2), pp. 116-132. doi: 10.1057/s41260-017-0067-2
Sarwar, G., Mateus, C. & Todorovic, N. (2017). A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49(5), pp. 456-476. doi: 10.1080/00036846.2016.1200184
Mateus, I. B., Mateus, C. & Todorovic, N. (2016). UK equity mutual fund alphas make a comeback. International Review of Financial Analysis, 44, pp. 98-110. doi: 10.1016/j.irfa.2016.01.004
Mateus, C., Todorovic, N. & Chinthalapati, R. (2015). Alphas in Disguise: A New Approach to Uncovering Them. pp. 234-243. doi: 10.1002/ijfe.1581
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Kalotychou, E. & Todorovic, N. (2015).
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?.
Review of Quantitative Finance and Accounting, 45(2),
pp. 251-278.
doi: 10.1007/s11156-014-0436-6
Clare, A., Motson, N., Sapuric, S. & Todorovic, N. (2014). What impact does a change of fund manager have on mutual fund performance?. International Review of Financial Analysis, 35, pp. 167-177. doi: 10.1016/j.irfa.2014.08.005
Laušev, J., Stojanovic, A. & Todorovic, N. (2011). Determinants of debt rescheduling in Eastern European countries. Economic Annals, 56(188), pp. 7-31. doi: 10.2298/eka1188007l
Georgievska, A., Georgievska, L., Stojanovic, A. & Todorovic, N. (2011). Country Debt Default Probabilities in Emerging Markets: Were Credit Rating Agencies Wrong? In: Kolb, R. W. (Ed.), Sovereign Debt: From Safety to Default. (pp. 353-360). Wiley. doi: 10.1002/9781118267073.ch39
Clare, A., Sapuric, S. & Todorovic, N. (2010). Quantitative or momentum-based multi-style rotation? UK experience. Journal of Asset Management, 10(6), pp. 370-381. doi: 10.1057/jam.2009.19
Kos, H. & Todorovic, N. (2008). S&P Global Sector survivals: Momentum effects in sector indices underlying iShares. Quarterly Review of Economics and Finance, 48(3), pp. 520-540. doi: 10.1016/j.qref.2007.12.001
Georgievska, A., Georgievska, L., Stojanovic, A. & Todorovic, N. (2008). Sovereign rescheduling probabilities in emerging markets: A comparison with credit rating agencies' ratings. Journal of Applied Statistics, 35(9), pp. 1031-1051. doi: 10.1080/02664760802193112
Todorovic, N. (2001). Equity investment styles. (Unpublished Doctoral thesis, City University London)