MILOŠ BOŽOVIĆ, PhD

Undergraduate courses:

Financial Economics
Quantitative Finance
Asset Pricing and Financial Markets (Economics and Finance, in co-operation with LSE)
Quantitative Finance (Economics and Finance, in co-operation with LSE)

Graduate courses:

Asset Pricing (IMQF)
Financial Mathematics (Quantitative Analysis)
Asset Management in Insurance Companies (Quantitative Analysis)

Short bio:

Dr Miloš Božović obtained his Ph.D. in Economics in 2009 at the Barcelona Graduate School of Economics (Pompeu Fabra University, Barcelona, Spain). He also holds a Ph.D. in physics from the University of Belgrade, which he received in 2005. Dr Božović became an Assistant Professor at the Faculty of Economics and Business, the University of Belgrade, in 2012, an Associate Professor in 2017, and a Full Professor in 2021.

His research interests cover various topics in financial economics, emphasizing asset pricing, financial risk modeling, banking and insurance. He is a member of the Financial Management Association, the European Finance Association and the Academic Council of Social and Humanistic Sciences of the University of Belgrade.

Recent publications:

• Božović, M. (2024). “VIX-managed portfolios”, International Review of Financial Analysis 95 (A), 103353. https://doi.org/10.1016/j.irfa.2024.103353
• Božović, M. (2023). “Can a dynamic correlation factor improve the pricing of industry portfolios?” Finance Research Letters 53, 103626. https://doi.org/10.1016/j.frl.2022.103626
• Božović, M. (2022). “Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns”, North American Journal of Economics and Finance 62, 101783. https://doi.org/10.1016/j.najef.2022.101783
• Božović, M. (2022). “A common pattern across asset pricing anomalies”, Finance Research Letters 48, 103004. https://doi.org/10.1016/j.frl.2022.103004
• Draganac, D. and Božović, M. (2022). “Monetary policy and cash flow irregularity as drivers of asset price bubbles”, in S. Füllbrunn and E. Haruvy (Eds.), Handbook of Experimental Finance (Chapter 22), Edward Elgar Publishing, pp. 279-299, ISBN: 978-1-80037-232-0. https://www.e-elgar.com/shop/gbp/handbook-of-experimental-finance-9781800372320.html
• Božović, M. (2022). “Interaction of monetary and fiscal policy from a historical perspective: Precious metals and Venetian government debt”, Panoeconomicus 69 (2), 333-352. https://doi.org/10.2298/pan2202333b
• Božović, M. (2021). “Judicial efficiency and loan performance: micro evidence from Serbia”, European Journal of Law and Economics 52, 33-56. https://doi.org/10.1007/s10657-021-09696-4
• Božović, M. (2021). “Mutual fund performance: some recent evidence from European Equity funds”, Economic Annals 66 (230), 7-33. https://doi.org/10.2298/EKA2130007B
• Božović, M. (2020). “Uncovered Interest-rate Parity and Risk Premium: Evidence from EUR/RSD Exchange Rate”, Eastern European Economics 59 (3), 271-294.
• https://doi.org/10.1080/00128775.2020.1840275
• Božović, M. and Ivanović, J. (2017). “Adverse risk interaction: An integrated approach”, Economic Modelling 65, 67-74. https://doi.org/10.1016/j.econmod.2017.04.029

Full CV

Bibliography