Leonard C. MacLean

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Kelly investing with downside risk control in a regime-switching market Quantitative Finance	2022-04-05	Paper
Optimal capital growth with convex shortfall penalties Quantitative Finance	2021-07-16	Paper
Problems in portfolio theory and the fundamentals of financial decision making World Scientific Series in Finance	2019-04-16	Paper
Using the Kelly criterion for investing International Series in Operations Research & Management Science	2019-01-25	Paper
Currency returns, market regimes and behavioral biases Annals of Finance	2014-11-12	Paper
An endogenous volatility approach to pricing and hedging call options with transaction costs Quantitative Finance	2014-02-20	Paper
scientific article; zbMATH DE number 5961783 (Why is no real title available?)	2011-10-21	Paper
Mean-variance versus expected utility in dynamic investment analysis Computational Management Science	2011-06-22	Paper
Growth-security models and stochastic dominance International Series in Operations Research & Management Science	2011-05-31	Paper
Capital growth with security Journal of Economic Dynamics and Control	2008-10-24	Paper
Time to wealth goals in capital accumulation Quantitative Finance	2006-03-08	Paper
Wealth goals investing	2006-02-20	Paper
scientific article; zbMATH DE number 1836445 (Why is no real title available?)	2003-04-24	Paper
Efficiency concepts in capital accumulation models Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences	2000-02-07	Paper
Estimating multivariate random effects without replication Communications in Statistics: Theory and Methods	1999-11-08	Paper
Growth versus security tradeoffs in dynamic investment analysis Annals of Operations Research	1999-05-27	Paper
Growth Versus Security in Dynamic Investment Analysis Management Science	1993-04-01	Paper
Growth-security profiles in capital accumulation under risk Annals of Operations Research	1992-06-25	Paper
Sensitivity analysis of optimal growth plans with exogenous capital stocks Journal of Economics	1988-01-01	Paper
scientific article; zbMATH DE number 3930668 (Why is no real title available?)	1986-01-01	Paper
scientific article; zbMATH DE number 3968253 (Why is no real title available?)	1986-01-01	Paper
scientific article; zbMATH DE number 3894794 (Why is no real title available?)	1985-01-01	Paper
Optimal growth and uncertainty: The borrowing models Journal of Economic Theory	1981-01-01	Paper
scientific article; zbMATH DE number 3758092 (Why is no real title available?)	1981-01-01	Paper

Research outcomes over time

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