Delip Madan

According to our database, Delip Madan authored at least 1 paper in 2017.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2017

On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation.

Delip Madan, Martijn Pistorius, Mitja Stadje

Finance Stochastics, 2017