Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An endogenous volatility appro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
35
Language
All
Undetermined
34
English
1
Author
All
Ziemba, William T.
29
Zhao, Yonggan
8
Cariño, David R.
3
Hensel, Chris R.
3
Maclean, Leonard C.
2
Myers, David H.
2
Bailey, Warren
1
Berge, Klaus
1
Board, John
1
Chopra, Vijay K.
1
Consigli, Giorgio
1
Foster, Michael E.
1
Geyer, Alois
1
Hamao, Yasushi
1
Hausch, Donald B.
1
Haussmann, Ulrich
1
Hebner, Kevin J.
1
Kallio, Markku
1
Keim, Donald B.
1
Kent, Terry
1
Kouwenberg, Roy
1
Liu, Peixin
1
Lo, Victor S.Y.
1
MacLean, Leonard C
1
Maclean, Leonard
1
Martikainen, Teppo
1
Mulvey, John M.
1
Perttunen, Jukka
1
Rendon, Juan
1
Rudolf, Markus
1
Sanegre, Rafael
1
Shefrin, Hersh
1
Stacy, Celine
1
Stone, Douglas
1
Sutcliffe, Charles
1
Sylvanus, Mike
1
Thorp, Edward O
1
Ting, Christopher
1
Turner, Andrew L.
1
Vorst, Ton
1
more ...
less ...
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
6
Journal of banking & finance
5
Interfaces : the INFORMS journal on the practice of operations research
4
Journal of economic dynamics & control
3
Operations research : the journal of the Operations Research Society of America
3
Financial markets and portfolio management
2
Finanzmarkt und Portfolio-Management
2
Annals of operations research
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
International journal of managerial finance : IJMF
1
Journal of economic literature
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
OR MS today : operations research - management science
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
198
RePEc
79
USB Cologne (EcoSocSci)
10
USB Cologne (business full texts)
5
Other ZBW resources
3
EconStor
2
more ...
less ...
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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/10007869915
Saved in:
3
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:
4
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:
5
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:
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
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
Saved in:
10
Comment on "Why a Weekend Effect?"
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
19
(
1993
)
2
,
pp. 93
Persistent link: https://www.econbiz.de/10006601870
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
