//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
Optimal liquidation strategies...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Capital income
14
Kapitaleinkommen
14
Portfolio selection
14
Portfolio-Management
14
USA
10
United States
10
Anlageverhalten
7
Behavioural finance
7
Estimation
7
Market microstructure
7
Schätzung
7
Securities trading
7
Wertpapierhandel
7
Marktmikrostruktur
6
Option pricing theory
6
Optionspreistheorie
6
Risikoprämie
6
Risk premium
6
Volatility
6
Volatilität
6
Fiscal policy
5
Handelsvolumen der Börse
5
Index derivative
5
Indexderivat
5
Markov chain
5
Markov-Kette
5
Trading volume
5
Transaction costs
5
Transaktionskosten
5
Börsenkurs
4
Consumption
4
Finanzpolitik
4
Information
4
Investment
4
Liquidity
4
Liquidität
4
Private consumption
4
Privater Konsum
4
more ...
less ...
Online availability
All
Free
43
Undetermined
42
Type of publication
All
Article
94
Book / Working Paper
46
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Aufsatz im Buch
4
Book section
4
Arbeitspapier
1
Article
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
research-article
1
more ...
less ...
Language
All
English
72
Undetermined
68
Author
All
Warachka, Mitch
65
Zhao, Yonggan
61
Ting, Christopher
29
Ziemba, William T.
28
Da, Zhi
21
MacLean, Leonard C.
16
Tse, Yiu Kuen
11
Hogan, Steve
8
Teo, Melvyn
8
Hong, Dong
7
MacLean, Leonard
7
Xu, Kuan
7
Gurun, Umit G.
6
Tay, Anthony
6
Barardehi, Yashar H.
5
Yun, Hayong
5
Han, Bing
4
Jarrow, Robert A.
4
Loh, Roger K.
4
Ziemba, William
4
Bernhardt, Dan
3
Bliss, Barbara A.
3
Edirisinghe, Chanaka
3
Huang, Roger D.
3
Jarrow, Robert
3
Lim, Kian-Guan
3
Sanegre, Rafael
3
Chen, Zhiping
2
Consigli, Giorgio
2
Cronqvist, Henrik
2
Engelberg, Joseph
2
Guan, Lim Kian
2
Haussmann, Ulrich
2
Li, Bin
2
Li, Gang
2
Liu, Peixin
2
Loh, Roger
2
Rong, Ximin
2
Tay, Anthony S.
2
Tay, Anthony S. A.
2
more ...
less ...
Institution
All
School of Economics, Singapore Management University
3
East Asian Bureau of Economic Research (EABER)
1
Institut für Schweizerisches Bankwesen <Zürich>
1
London School of Economics (LSE)
1
National Centre of Competence in Research North South <Bern>
1
arXiv.org
1
Published in...
All
Journal of banking & finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Finance research letters
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial economics
4
Journal of Banking & Finance
3
Journal of Economic Dynamics and Control
3
Quantitative Finance
3
Working Papers / School of Economics, Singapore Management University
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance Research Letters
2
Financial Management
2
International Journal of Managerial Finance
2
International journal of managerial finance : IJMF
2
Journal of Financial Economics
2
Journal of empirical finance
2
Management Science
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative finance
2
Sauder School of Business Working Paper
2
The journal of portfolio management : a publication of Institutional Investor
2
AFA 2012 Chicago Meetings Paper
1
Advances in risk management
1
Annals of Finance
1
Annals of finance
1
Applied mathematical finance
1
Computational Management Science
1
Computational Management Science : CMS
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
EFA 2005 Moscow Meetings
1
EFA 2006 Zurich Meetings
1
Economics Letters
1
Economics letters
1
Empirical Economics
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Finance Working Papers
1
Financial Markets and Portfolio Management
1
Financial management
1
more ...
less ...
Source
All
ECONIS (ZBW)
82
RePEc
36
OLC EcoSci
18
Other ZBW resources
2
USB Cologne (business full texts)
1
EconStor
1
Showing
1
-
10
of
140
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Incorporating diversification into risk management
Purnanandam, Amiyatosh
;
Warachka, Mitch
;
Zhao, Yonggan
; …
- In:
Advances in risk management
,
(pp. 22-46)
.
2007
Persistent link: https://www.econbiz.de/10003401571
Saved in:
2
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:
3
Optimal liquidation strategies and their implications
Ting, Christopher
;
Warachka, Mitch
;
Zhao, Yonggan
- In:
Journal of Economic Dynamics and Control
31
(
2007
)
4
,
pp. 1431-1450
Persistent link: https://www.econbiz.de/10005160851
Saved in:
4
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/10003577400
Saved in:
5
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:
6
Hedging errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance research letters
4
(
2007
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10003442070
Saved in:
7
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:
8
Comments on and corrigendum to "Hedging errors with Leland's option model in the presence of transaction costs"
Zhao, Yonggan
;
Ziemba, William T.
- In:
Finance research letters
4
(
2007
)
3
,
pp. 196-199
Persistent link: https://www.econbiz.de/10003702449
Saved in:
9
Comments on "Hedging errors with Leland's option model in the presence of transaction costs"
Leland, Hayne Ellis
- In:
Finance research letters
4
(
2007
)
3
,
pp. 200-202
Persistent link: https://www.econbiz.de/10003702460
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->