Serbian personal names mostly follow the same rule that applies for the nouns:
female names end in -a, and male names usually end in a consonant.
(Remember, all sounds except a, e, i, o and u are considered consonants.)
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All female names end in the vowel -a: Jelena, Marija, Milena, Dragana, Jovana, Svetlana.
Many of them end in -ica: Milica, Zorica, Slavica, Dragica, Ružica.
A is definitely the female sound.
But girl nicknames can end either in -a (Maja, Jeca, Mica) or in -e (Majče, Anče, Lenče) or even -i (Majči, Anči, Mici).
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Male names often end in a consonant: Aleksandar, Vladimir, Miloš, Filip, Andrej.
Traditional Serbian male names usually end in -an: Dragan, Bojan, Milan, Dejan, Zlatan, Dušan.
However, many masculine names and nicknames end in -a. If you have Serbian friends or relatives, I’m sure you’ve met a Nikola, Nemanja, Strahinja, Andrija, Luka or Sava.
Some of them end in -ica: Ivica, Jovica, Vladica.
Also, some male names end in -e: Pavle, Đorđe, Radivoje; or even -o: Marko, Janko, Darko. Nicknames often end in -ki: Boki, Deki, Zoki.
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There are a few names that can be both masculine and feminine, like Vanja or Saša.