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Zhao, Hui
12
Zhao, H.
8
Zhao, Yonggan
8
Deshpande, Vinayak
3
Ryan, Jennifer K.
3
Liu, Z.
2
Rong, Ximin
2
Seibert, S.
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2
Ziemba, William T.
2
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1
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1
Co, H.C.
1
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Operations research : the journal of the Operations Research Society of America
3
Journal of banking & finance
2
Journal of economic dynamics & control
2
Metall : Fachzeitschrift für Metallurgie ; Technik, Wissenschaft, Wirtschaft
2
Naval research logistics : an international journal
2
European journal of operational research : EJOR
1
Human resources abstracts : an international information service
1
Insurance / Mathematics & economics
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of managerial finance : IJMF
1
International journal of production economics
1
International journal of retail & distribution management
1
Journal of Chinese economic and foreign trade studies
1
Journal of business ethics : JOBE
1
Journal of labor research
1
Management research review
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Manufacturing & service operations management : M & SOM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Modern economy
1
Operations research letters
1
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OLC EcoSci
ECONIS (ZBW)
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Optimal investment problem with multiple risky assets under the constant elasticity of variance (CEV) model
Zhao, Hui
;
Rong, Ximin
;
Ma, Weiqin
;
Gao, Bo
- In:
Modern economy
3
(
2012
)
6
,
pp. 718-725
Persistent link: https://www.econbiz.de/10010097633
Saved in:
2
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
Zhao, Hui
;
Rong, Ximin
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 179-191
Persistent link: https://www.econbiz.de/10009818874
Saved in:
3
A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome
Zhao, Yonggan
;
Haussmann, Ulrich
;
Ziemba, Williamt
- In:
Mathematical finance : an international journal of …
13
(
2003
)
4
,
pp. 481-502
Persistent link: https://www.econbiz.de/10008215357
Saved in:
4
Dynamic portfolio selection with process control
Maclean, Leonard
;
Zhao, Yonggan
;
Ziemba, William
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10005878639
Saved in:
5
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 : EJOR
185
(
2008
)
3
,
pp. 1525-1540
Persistent link: https://www.econbiz.de/10007895494
Saved in:
6
A dynamic model of active portfolio management with benchmark orientation
Zhao, Yonggan
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3336-3356
Persistent link: https://www.econbiz.de/10007869923
Saved in:
7
Market regimes, sectorial investments, and time-varying risk premiums
Liu, Peixin
;
Xu, Kuan
;
Zhao, Yonggan
- In:
International journal of managerial finance : IJMF
7
(
2011
)
2
,
pp. 107-133
Persistent link: https://www.econbiz.de/10009896568
Saved in:
8
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
(
2011
)
4
,
pp. 96-112
Persistent link: https://www.econbiz.de/10009257196
Saved in:
9
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/10006758820
Saved in:
10
Optimal liquidation strategies and their implications
Ting, Christopher
;
Warachka, Mitch
;
Zhao, Yonggan
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1431
Persistent link: https://www.econbiz.de/10007607075
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