15:30-16:15 | Contributes Session III Tuesday, December 18, 2018 |
15:30- 15:45 |
Subhojit Biswas, Indian Statistical Institute Statistical arbitrage of multiple asset under drawdown constraint and stochastic Sharpe's ratio |
15:45-16:00 |
Sudarshan Kumar, IIM Ahmedabad Liquidity and term structure estimation: Non-linear state-space framework |
16:00- 16:15 |
Suparna Biswas, Indian Statistical Institute, Chennai Center Kernel based estimation of Spectral Risk Measure |
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