Deepak K Jadhav

Portfolio optimization based on modified expected shortfall

T. V. Ramanathan, Deepak K Jadhav, 2019, Studies in Economics and Finance.

Modified Estimators of the Expected Shortfall

T. V. Ramanathan, U. Naik-Nimbalkar, Deepak K Jadhav, 2009 .

Modified Expected Shortfall: A New Robust Coherent Risk Measure

U. Naik-Nimbalkar, Deepak K Jadhav, Ramanathan T V, 2013 .

Parametric and non-parametric estimation of value-at-risk

T. V. Ramanathan, Deepak K Jadhav, 2009 .

Modified Expected Shortfall: a Coherent Risk Measure for Elliptical Family of Distributions

Deepak K Jadhav, Ramanathan Thekke Variyam, 2022, Sankhya B.