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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

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

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

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

Capital growth : theory and practice

MacLean, Leonard C.; Ziemba, William T. - 2006

Persistent link: https://www.econbiz.de/10003356697

Empirical bayes estimation with dynamic portfolio models

MacLean, Leonard C. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002179116

Growth versus security in dynamic investment analysis

MacLean, Leonard C. - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1562-1585

Persistent link: https://www.econbiz.de/10001135944

The Kelly capital growth investment criterion : theory and practice

MacLean, Leonard C. (ed.); Thorp, Edward O. (ed.); … - 2012

Persistent link: https://www.econbiz.de/10012875498

Selected works of William T. Ziemba : a memorial volume

Ziemba, William T. - 2024

"This book is a selection of the journal publications of William T Ziemba. Over a span of 50 years, Professor Ziemba contributed to a wide variety of disciplines including Stochastic Programming, Portfolio Theory, Sports Betting, and Risk Management. In his work he collaborated with academics...

Persistent link: https://www.econbiz.de/10014465980

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