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Capital allocation and risk contribution with discrete-time coherent risk
Cherny, Alexander S. - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 13-40
Persistent link: https://www.econbiz.de/10003818201
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Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
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Dilatation monotone risk measures are law invariant
Cherny, Alexander S.; Grigoriev, Pavel G. - In: Finance and stochastics 11 (2007) 2, pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
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Benchmarking in two price financial markets
Madan, Dilip B. - In: Annals of finance 12 (2016) 2, pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
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Measures of risk aversion with many commodities
Madan, Dilip B. - In: Economics letters 11 (1983) 1/2, pp. 93-100
Persistent link: https://www.econbiz.de/10002418092
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Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B. - In: Journal of economic theory 2 (1988), pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
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Incomplete diversification and asset pricing
Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000135929
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Incomplete diversification and asset pricing
Elliott, Robert Frank (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10003780988
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Risk aversion measures in higher dimensions
Madan, Dilip B. - 1982
Persistent link: https://www.econbiz.de/10003535882
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Two price economies in continuous time
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Annals of finance 10 (2014) 1, pp. 71-100
Persistent link: https://www.econbiz.de/10010244607