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Calendar Anomalies
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Ziemba, William T.
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Investing in the Modern Age
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5
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2
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Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis
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Optimal financial decision making under uncertainty
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Capital growth with security
MacLean, Leonard C.
;
Sanegre, Rafael
;
Zhao, Yonggan
; …
- In:
Journal of Economic Dynamics and Control
28
(
2004
)
5
,
pp. 937-954
Persistent link: https://www.econbiz.de/10005229236
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2
Regime dependent sensitivity of country exchange traded funds to common risk factors
Yuan, Jun
;
MacLean, Leonard C.
;
Xu, Kuan
;
Zhao, Yonggan
- In:
Frontiers of business research in China : selected …
10
(
2016
)
3
,
pp. 385-431
Persistent link: https://www.econbiz.de/10011848528
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3
Asset price dynamics : shocks and regimes
MacLean, Leonard C.
;
Zhao, Yonggan
- In:
Optimal financial decision making under uncertainty
,
(pp. 35-53)
.
2017
Persistent link: https://www.econbiz.de/10011558441
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4
Kelly investing with downside risk control in a regime-switching market
MacLean, Leonard C.
;
Zhao, Yonggan
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10012872522
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5
Covariance complexity and rates of return on assets
MacLean, Leonard C.
;
Foster, Michael E.
;
Ziemba, William T.
- In:
Journal of Banking & Finance
31
(
2007
)
11
,
pp. 3503-3523
Persistent link: https://www.econbiz.de/10005213070
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6
The Kelly Criterion with Games of Chance
MacLean, Leonard C.
;
Ziemba, William T.
- In:
The Oxford handbook of the economics of gambling
.
2013
Persistent link: https://www.econbiz.de/10012881511
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7
Who are the most important players in team sports
Ziemba, William T.
;
MacLean, Leonard C.
- In:
The journal of prediction markets
15
(
2021
)
3
,
pp. 33-83
Persistent link: https://www.econbiz.de/10013162237
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8
Hedging errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance Research Letters
4
(
2007
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10005397350
Saved in:
9
Comments on and corrigendum to "Hedging errors with Leland's option model in the presence of transaction costs" [Finance Research Letters 4 (2007) 49-58]
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance Research Letters
4
(
2007
)
3
,
pp. 196-199
Persistent link: https://www.econbiz.de/10005397368
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10
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
Zhao, Yonggan
;
Ziemba, William T.
- In:
European Journal of Operational Research
185
(
2008
)
3
,
pp. 1525-1540
Persistent link: https://www.econbiz.de/10005271576
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