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Capital growth with security
MacLean, Leonard C.
;
Sanegre, Rafael
;
Zhao, Yonggan
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 937-954
Persistent link: https://www.econbiz.de/10001856006
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2
Mean-variance versus expected utility in dynamic investment analysis
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10008992080
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3
Currency returns, market regimes and behavioral biases
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Annals of finance
9
(
2013
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10009741195
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4
How does the fortune’s formula kelly capital growth model perform?
MacLean, Leonard C.
;
Thorp, Edward O.
;
Zhao, Yonggan
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 96-111
Persistent link: https://www.econbiz.de/10009273878
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5
Dynamic portfolio selection with process control
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 317-339
Persistent link: https://www.econbiz.de/10003291264
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6
Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C.
;
Zhao, Yonggan
;
Consigli, Giorgio
; …
- In:
Handbook of financial engineering
,
(pp. 231-244)
.
2008
Persistent link: https://www.econbiz.de/10003753679
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7
Growth-security models and stochastic dominance
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 277-296)
.
2011
Persistent link: https://www.econbiz.de/10008798650
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8
The bond-stock yield differential as a risk indicator in financial markets
Consigli, Giorgio
;
MacLean, Leonard C.
;
Zhao, Yonggan
; …
- In:
Journal of risk
11
(
2008/09
)
3
,
pp. 3-24
Persistent link: https://www.econbiz.de/10003844341
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9
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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10
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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