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Ziemba, William T.
29
Zhao, Yonggan
8
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3
Hensel, Chris R.
3
Maclean, Leonard C.
2
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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
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OLC EcoSci
ECONIS (ZBW)
190
RePEc
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USB Cologne (EcoSocSci)
10
USB Cologne (business full texts)
5
Other ZBW resources
3
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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/10006758820
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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
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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
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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
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
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6
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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7
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
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8
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
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9
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
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10
Investment Results from Exploiting Turn-of-the-Month Effects
Hensel, Chris R.
;
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
22
(
1996
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10007314096
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