Yonggan Zhao

Available identifiers

zbMath Open zhao.yongganMaRDI QIDQ206448

List of research outcomes

Publication	Date of Publication	Type
Kelly investing with downside risk control in a regime-switching market	2022-04-05	Paper
Optimal capital growth with convex shortfall penalties	2021-07-16	Paper
Smart Indexing Under Regime-Switching Economic States	2021-06-21	Paper
Dynamic evolution of open spin chain in Markovian environment	2020-02-28	Paper
Time-consistent investment policies in Markovian markets: a case of mean-variance analysis	2018-11-01	Paper
Currency returns, market regimes and behavioral biases	2014-11-12	Paper
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model	2014-06-23	Paper
An endogenous volatility approach to pricing and hedging call options with transaction costs	2014-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q3094203	2011-10-21	Paper
Mean-variance versus expected utility in dynamic investment analysis	2011-06-22	Paper
Growth–Security Models and Stochastic Dominance	2011-05-31	Paper
Optimal liquidation strategies and their implications	2009-05-18	Paper
Capital growth with security	2008-10-24	Paper
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control	2007-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q3372280	2006-02-20	Paper
A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome	2004-10-28	Paper
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation	2001-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q5289493	1993-08-23	Paper

Research outcomes over time

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