Dilip B. Madan

University of Maryland

Dilip Madan is Professor of Mathematical Finance at the Robert H. Smith School of Business. He has served as a consultant to Morgan Stanley for over 20 years, is a founding member and Past President of the Bachelier Finance Society, and is the recipient of numerous awards including the 2006 Humboldt award in Applied Mathematics.

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Articles by Dilip B. Madan

Enhancing enterprise value by trading options

This paper considers the problem of enhancing an investment activity by regularly adding an option trade to the portfolio mix and presented results for the single underlier of the S&P 500 index, with the underlying activity being either long the index or…

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