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Correlation and the pricing of risks
Atlan, Marc; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Annals of finance 3 (2007) 4, pp. 411-453
Persistent link: https://www.econbiz.de/10003529804
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Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Mathematics and financial economics 8 (2014) 3, pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
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On increasing risk, inequality and poverty measures : peacocks, lyrebirds and exotic options
Ewald, Christian-Oliver; Yor, Marc - In: Journal of economic dynamics & control 59 (2015), pp. 22-36
Persistent link: https://www.econbiz.de/10011575052
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Bilateral multiple gamma returns : their risks and rewards
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: International journal of financial engineering 7 (2020) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012602702
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On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.; Pistorius, M.; Stadje, M. - In: Finance and stochastics 21 (2017) 4, pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
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Instantaneous portfolio theory
Madan, Dilip B. - In: Quantitative finance 18 (2018) 8, pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
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Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.; Madan, Dilip B.; Siu, Tak Kuen - In: Annals of finance 17 (2021) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
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Measuring dependence in a set of asset returns
Madan, Dilip B.; Wang, King - In: Asia Pacific financial markets 30 (2023) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10014342359