Delip Madan

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Optimal Portfolio

Top Venues

Finance Stochastics

Publications

Delip Madan, Martijn Pistorius, Mitja Stadje
On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. Finance Stochastics 21 (4) (2017)