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Capital growth with security
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Theorie
68
Theory
68
Portfolio selection
53
Portfolio-Management
53
Calendar Anomalies
39
Endowment Investing
39
Global Economic Situation
39
Global Investment Strategies
39
Hedge Funds
39
Investment Agglomerations
39
Kelly and Fractional Kelly Wagering Strategies
39
Political Party
39
Sovereign Wealth Funds
39
Stock Market Crashes and Their Prediction
39
Time of Year Effects
39
Börsenkurs
34
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34
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24
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24
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22
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21
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21
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20
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19
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19
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16
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16
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16
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16
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61
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Language
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English
216
Undetermined
172
Author
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Ziemba, William T.
311
Zhao, Yonggan
61
Ziemba, Rachel E. S.
43
MacLean, Leonard C.
40
Ziemba, W. T.
33
Lleo, Sébastien
21
Hausch, Donald B.
12
MacLean, Leonard
12
Schwartz, Sandra L.
11
Lleo, Sebastien
10
Zhitlukhin, M. V.
8
Xu, Kuan
7
Foster, Michael E.
6
Hensel, Chris R.
6
Kallberg, J. G.
6
Kouwenberg, Roy
6
Thorp, Edward O.
6
Ziemba, William
6
Dzhabarov, Constantine
5
Gergaud, Olivier
5
Huang, C. C.
5
Kallio, Markku
5
Ziemba, Bill
5
Bertocchi, Marida
4
Li, Yuming
4
Lo, Victor S.
4
Schwartz, S. L.
4
Stone, Douglas
4
Warachka, Mitch
4
Ashenfelter, Orley
3
Cariño, David R.
3
Consigli, Giorgio
3
Edirisinghe, Chanaka
3
Fuller, J. D.
3
Guerard, John Baynard
3
Kira, D.
3
Koivu, Matti
3
Li, Jessica
3
Maclean, Leonard
3
Maclean, Leonard C.
3
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Institut für Schweizerisches Bankwesen <Zürich>
5
National Centre of Competence in Research North South <Bern>
5
World Scientific (Firm)
5
London School of Economics (LSE)
4
Isaac Newton Institute for Mathematical Sciences
1
Judge Institute of Management Studies
1
World Scientific Publishing Co. Pte. Ltd.
1
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Investing in the Modern Age
39
World Scientific series in finance
21
The journal of portfolio management : a publication of Institutional Investor
13
Management Science
11
World Scientific handbook in financial economics series
11
Journal of banking & finance
10
Sauder School of Business Working Paper
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Journal of Financial and Quantitative Analysis
6
Journal of economic dynamics & control
6
Security market imperfections in worldwide equity markets
6
Wilmott
6
Finance research letters
5
Journal of Banking & Finance
5
Operations research
5
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
5
Working Paper
5
Financial markets and portfolio management
4
Handbook of sports and lottery markets
4
Interfaces : the INFORMS journal on the practice of operations research
4
Journal of Economic Dynamics and Control
4
Journal of financial and quantitative analysis : JFQA
4
LSE Research Online Documents on Economics
4
Quantitative Finance
4
Finance
3
Finance Research Letters
3
Finanzmarkt und Portfolio-Management
3
Integrative energy policy models
3
Operations research : the journal of the Operations Research Society of America
3
Preprint series of the International Institute of Management Berlin
3
Publications of the Newton Institute
3
SRC discussion paper : discussion paper series
3
The European journal of finance
3
World Scientific handbook in financial economic series
3
World scientific handbook in financial economics series
3
Annals of finance
2
Annals of operations research
2
Applications and case studies
2
Contributions to economic analysis
2
Discussion paper / LSE Financial Markets Group
2
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ECONIS (ZBW)
234
RePEc
95
OLC EcoSci
35
USB Cologne (EcoSocSci)
10
Other ZBW resources
7
USB Cologne (business full texts)
5
EconStor
2
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
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
Saved in:
10
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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