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Three Non-Gaussian Models of D...
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Madan, Dilip B.
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68
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40
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33
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ECONIS (ZBW)
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1
Utility correlations in probabilistic choice modelling
Madan, Dilip B.
- In:
Economics letters
20
(
1986
)
3
,
pp. 241-245
Persistent link: https://www.econbiz.de/10001014908
Saved in:
2
Optimal duration and speed in the long run
Madan, Dilip B.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 695-700
Persistent link: https://www.econbiz.de/10001084854
Saved in:
3
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
Saved in:
4
An alternative to econometrics in economic data analyses
Madan, Dilip B.
-
1979
Persistent link: https://www.econbiz.de/10002418059
Saved in:
5
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
Saved in:
6
Monitored financial equilibria
Madan, Dilip B.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2213-2235
Persistent link: https://www.econbiz.de/10002153139
Saved in:
7
A two price theory of financial equilibrium with risk management implications
Madan, Dilip B.
- In:
Annals of finance
8
(
2012
)
4
,
pp. 489-505
Persistent link: https://www.econbiz.de/10009670963
Saved in:
8
Variance swap portfolio theory
Madan, Dilip B.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 183-194)
.
2010
Persistent link: https://www.econbiz.de/10008749280
Saved in:
9
On pricing contingent capital notes
Madan, Dilip B.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 21-42)
.
2012
Persistent link: https://www.econbiz.de/10009573490
Saved in:
10
Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
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