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Calendar Anomalies
39
Endowment Investing
39
Global Economic Situation
39
Global Investment Strategies
39
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39
Investment Agglomerations
39
Kelly and Fractional Kelly Wagering Strategies
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Ziemba, William T.
178
Zhao, Yonggan
48
Ziemba, Rachel E. S.
39
MacLean, Leonard C.
22
Lleo, Sébastien
10
Hausch, Donald B.
7
Hensel, Chris R.
6
Xu, Kuan
5
Foster, Michael E.
4
Stone, Douglas
4
Warachka, Mitch
4
Ziemba, William
4
Cariño, David R.
3
Consigli, Giorgio
3
Dzhabarov, Constantine
3
Kallio, Markku
3
Kouwenberg, Roy
3
MacLean, Leonard
3
Maclean, Leonard C.
3
Rudolf, Markus
3
Sanegre, Rafael
3
Schwartz, Sandra L.
3
Ting, Christopher
3
Canfield, Brian R.
2
Chen, Zhiping
2
Edirisinghe, Chanaka
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Koivu, Matti
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Li, Gang
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Li, Yuming
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2
Myers, David H.
2
Pennanen, Teemu
2
Perttunen, Jukka
2
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2
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2
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Investing in the Modern Age
39
The journal of portfolio management : a publication of Institutional Investor
13
Journal of banking & finance
10
Journal of economic dynamics & control
7
Security market imperfections in worldwide equity markets
6
Finance research letters
5
Journal of Banking & Finance
5
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5
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4
Handbook of sports and lottery markets
4
Interfaces : the INFORMS journal on the practice of operations research
4
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4
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4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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Wilmott
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1
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Annual review of financial economics
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Bell Journal of Economics
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ECONIS (ZBW)
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RePEc
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3
EconStor
2
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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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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/10001856006
Saved in:
8
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:
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
Capital growth with security
MacLean, Leonard C.
;
Sanegre, Rafael
;
Zhao, Yonggan
; …
- In:
Journal of Economic Dynamics and Control
28
(
2004
)
5
,
pp. 937-954
Persistent link: https://www.econbiz.de/10005229236
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