4
H index
3
i10 index
187
Citations
Ilija Ivan Zovko : Citation Profile
Santa Fe Institute | RESEARCH PRODUCTION: 1 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2002 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ilija Ivan Zovko. | Is cited by:
| Cites to:
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Main data
Where Ilija Ivan Zovko has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
| Post-Print / HAL | 2 |
| Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL | 2 |
Recent works citing Ilija Ivan Zovko (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer. (2025). Dong, Zhikang ; Cao, Zeyu ; Zhao, Siqiao ; Douady, Raphael. In: Papers. RePEc:arx:papers:2408.03320. Full description at Econpapers || Download paper |
Works by Ilija Ivan Zovko:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Correlations and clustering in the trading of members of the London Stock Exchange In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2009 | The StressVaR: A New Risk Concept for Superior Fund Allocation In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Navigating dark liquidity (How Fisher catches Poisson in the Dark) In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Matching in size: How market impact depends on the concentration of trading In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | The Predictive Power of Zero Intelligence in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 116 |
| 2011 | The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 7 |
| 2010 | The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2010 | The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2004 | Network properties of trading In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2002 | The power of patience: a behavioural regularity in limit-order placement In: Quantitative Finance. [Full Text][Citation analysis] | article | 52 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team