The following pages link to Yonggan Zhao (Q206448):
Displayed 18 items.
- Currency returns, market regimes and behavioral biases (Q470660) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Capital growth with security (Q951507) (← links)
- Optimal liquidation strategies and their implications (Q1017047) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
- Dynamic evolution of open spin chain in Markovian environment (Q2300781) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Growth–Security Models and Stochastic Dominance (Q3001280) (← links)
- (Q3094203) (← links)
- (Q3372280) (← links)
- A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome (Q4825512) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- Optimal capital growth with convex shortfall penalties (Q5001113) (← links)
- Kelly investing with downside risk control in a regime-switching market (Q5068071) (← links)
- (Q5289493) (← links)
- An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412) (← links)
- A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation (Q5944955) (← links)