Milenkovich and pianist Adam Neiman performed the Violin Sonata in D minor by Camille Saint-Saëns and Prokofief's Violin Sonata in D major in November 2001. In August 2015, Milenkovich performed Bruch's G minor Violin Concerto with conductor Vladimir Kulenovic and the Utah Symphony chamber orchestra. In October 2016 Milenkovic performed the Sibelius Violin Concerto with the Illinois Philharmonic Orchestra.
- Sawyier, Tim (October 16, 2016). "Illinois Philharmonic launches a season of music director auditions". Chicago Classical Review. Retrieved 2017-04-09.
- Ginell, Richard S. (November 20, 2001). "Violinist Stefan Milenkovich's Legato Smooths Out the Edges". Los Angeles Times. Retrieved 2017-04-09.
- Reichel, Edward (August 17, 2015). "Review: Vladimir Kulnovic and Stefan Milenkovich". slmag.com. Retrieved 2017-04-10.
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