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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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Financial jeopardy
Madan, Dilip B. - In: Applied mathematical finance 24 (2017) 1/2, pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
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Three non-Gaussian models of dependence in returns
Madan, Dilip B. - In: Advanced modelling in mathematical finance : in honour …, (pp. 107-130). 2016
Persistent link: https://www.econbiz.de/10011800343
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A note on the estimation of non-symmetric dynamic factor demand models
Madan, Dilip B.; Prucha, Ingmar R. - 1987
Persistent link: https://www.econbiz.de/10000746076
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The multinomial option pricing model and its limits
Madan, Dilip B.; Milne, Frank - 1988
Persistent link: https://www.econbiz.de/10000753404
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Capital utilization in competitive models of the short-run
Madan, Dilip B.; Betancourt, Roger R. - 1987
Persistent link: https://www.econbiz.de/10000758936
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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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Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.; Milne, Frank - 1992
Persistent link: https://www.econbiz.de/10000135932
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Stochastic stability in a rational expectations model of a small open economy
Kiernan, Eric; Madan, Dilip B. - 1986
Persistent link: https://www.econbiz.de/10000693075
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Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank Xiaoling - In: Credit risk : models, derivatives, and management, (pp. 155-180). 2008
Persistent link: https://www.econbiz.de/10003718458