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Risk conscious investment

Madan, Dilip B.; Schoutens, Wim; Wang, King - In: Quantitative finance 24 (2024) 10, pp. 1401-1421

Persistent link: https://www.econbiz.de/10015196933

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

Implied liquidity: towards stochastic liquidity modelling and liquidity trading

Corcuera, José Manuel; Guillaume, Florence; Madan, Dilip B. - In: International Journal of Portfolio Analysis and Management 1 (2012) 1, pp. 80-91

Persistent link: https://www.econbiz.de/10009706521

Tenor specific pricing

Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-21

Persistent link: https://www.econbiz.de/10009672593

Structured products equilibria in conic two price markets

Madan, Dilip B.; Schoutens, Wim - In: Mathematics and financial economics 6 (2012) 1, pp. 37-57

Persistent link: https://www.econbiz.de/10009544186

Conic finance and the corporate balance sheet

Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 587-610

Persistent link: https://www.econbiz.de/10009298528

Conic trading in a Markovian steady state

Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10011686840

Hedging insurance books

Carr, Peter; Madan, Dilip B.; Melamed, Michael; … - In: Insurance / Mathematics & economics 70 (2016), pp. 364-373

Persistent link: https://www.econbiz.de/10011597326

Dynamic conic hedging for competitiveness

Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim - In: Mathematics and financial economics 10 (2016) 4, pp. 405-439

Persistent link: https://www.econbiz.de/10011555303

Dynamic Conic Hedging for Competitiveness

Madan, Dilip B. - 2015

The paper provides a new hedging methodology permitting systematic hedging choices with wide applications. Dynamic concave bid price, and convex ask price functionals from the recent literature are employed to construct new hedging strategies termed dynamic conic hedging. The primary focus of...

Persistent link: https://www.econbiz.de/10013018793