Darko B. Vukovic

Chief expert, Research Center for Market Efficiency and Applied Finance

Professor, Department of Finance and Accounting

Darko B. Vukovic
Courses

Financial Risk Management, Theory of Finance, Financial Forecasting, Asset Pricing

ACADEMIC AND ADMINISTRATIVE POSITIONS

  • Head of Department for Regional Geography (Regional Economics), Geographical Institute Jovan Cvijic of Serbian Academy of Sciences and Arts, Belgrade, Serbia.
  • Professor, Fudan School of Economics, Fudan University, Shanghai, China (2023).
  • Professor, La Salle University, Bogota, Colombia (2022).
  • Scholar, Fudan Development Institute, Fudan University, Shanghai, China (2024).

RESEARCH

  • Financial Risk Management, learning in finance, Digital finance, Portfolio theory, AI in finance.

EDUCATION AND ACADEMIC DEGREES

SELECTED RESEARCH PUBLICATIONS

  • Vukovic, D. B., Hassan, M. K., Kwakye, B., Febtinugraini, A., & Shakib, M. (2024). Does fintech matter for financial inclusion and financial stability in BRICS markets?. Emerging Markets Review, 101164. 
  • Özer, M., Frömmel, M., Kamişli, M., & Vukovic, D. (2024). Do Bitcoin Shocks Truly Cointegrate with Financial and Commodity Markets? International Review of Financial Analysis, 95(A), 103354.
  • Ozer, M., Vukovic, D., Frommel, M., Kamisli, S. (2023). The Effects of Covid-19 Related Response Policies on the Performances of Technology-driven Financial Services Companies, Finance Research Letters 58(D), 104644.
  • Maiti, M., Vukovic, D., Frömmel, m. (2023). Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption, Finance Research Letters, 57(2023), 104163.
  • Vukovic, D., Maiti, M., Frömmel, M. (2022). Inflation and portfolio selection, Finance Research Letters, 50 (December 2022), 103202.
  • Vukovic, D. B., Romanyuk, K., Ivashchenko, S., & Grigorieva, E. (2022). Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression, Expert Systems with Applications, 116553.
  • Maiti, M, Vuković, D, Mukherjee, A, Paikarao, PD, Yadav, JK. (2021). Advanced data integration in banking, financial, and insurance software in the age of COVID-19, Softw: Pract Exper. 52(4), 887-903.
  • Vukovic, D.B., Rincon, C.J. & Maiti, M. (2021). Price distortions and municipal bonds premiums: evidence from Switzerland, Financial Innovation 7, 60 (2021).
  • Vukovic, D., Lapshina, K., Maiti, M. (2021). Wavelet Coherence Analysis of Returns, Volatility and Interdependence of the US and the EU Money markets: Pre & Post Crisis, The North American Journal of Economics and Finance, 58 (2021), 101457.
  • Vukovic, D.B., Ugolnikov, V., Maiti, M. (2021). Sell-side analysts' recommendations a value or noise, International Journal of Finance and Economics, 26(2), 3134-3151.
  • Maiti, M., Vyklyuk, Y., Vukovic, D. (2020). Cryptocurrencies Chaotic Co-movement Forecasting with Neural Networks, Internet Technology Letters, 3(3), e157.
  • Vukovic D., Vyklyuk Y., Matsiuk N., Maiti M. (2020). Neural network forecasting in prediction Sharpe ratio: Evidence from EU debt market, Physica A: Statistical Mechanics and its Applications, 542(C): 123331.
  • Vukovic, D., Lapshina, K., Maiti, M. (2019). European Monetary Union Bond Market Dynamics: Pre & Post Crisis, Research in International Business and Finance, Vol 50 (C), 369-380.
  • Vukovic, D. B., & Prosin, V. (2018). The prospective low risk hedge fund capital allocation line model: evidence from the debt market, Oeconomia Copernicana, 9(3), 419–439.


BOOK

  • Vukovic, D.B., Maiti, M., Grigorieva, E. (edt) (2022), Digitalization and the Future of Financial Services, 1st edition, Springer. 978-3-031-11544-8 (ISBN).

HONOURS AND AWARDS

  • 2017 Honorary Doctor of Excellence, honoris causa (Excellentia Doctor) – Confederation of International Accreditation Commission.
  • 2017 Certicate Outstanding Excellence in Economics – Indian Management Academy, India.
  • 2021 Top Cited Article in 2020-2021 (the journal Internet technology letters) – John Wiley & Sons (Wiley), UK.
  • 2021 The Emerald Literati Award 2021 for “Outstanding Paper” – Emerald, UK.
  • 2022 Top Downloaded Article, from publisher Wiley: Software: Practice and Experience – Advanced data integration in banking, financial, and insurance software in the age of COVID-19
  • 2024 Top Cited Article in 2022-2023 from publisher Wiley: Software: Practice and Experience – Advanced data integration in banking, financial, and insurance software in the age of COVID-19.

NETWORKS AND MEMBERSHIPS

  • 2021 – CURRENT Jacksonville, United States.
    Southern Finance Association
  • 2021 – CURRENT Huston, United States.
    Southwestern Finance Association
  •  2024 – CURRENT Kyoto, Japan.
    The East Asian Economic Association 

News

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OF THE DEPARTMENT

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Jeffrey Dale Downing
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Yulia Borisovna Ilina
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Egor Dmitrievich Nikulin
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Vitaly Leonidovich Okulov
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Elena Moiseevna Rogova
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Professor, Deputy Head, Department of Finance and Accounting
Carlos Joaquin Rincon
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Marat Vladimirovich Smirnov
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Darko B. Vukovic
Darko B. Vukovic
Chief expert, Research Center for Market Efficiency and Applied Finance, Professor, Department of Finance and Accounting

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