Leonard C. MacLean

Available identifiers

zbMath Open maclean.leonard-cMaRDI QIDQ470659

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
Problems in Portfolio Theory and the Fundamentals of Financial Decision Making	2019-04-16	Paper
Using the Kelly Criterion for Investing	2019-01-25	Paper
Currency returns, market regimes and behavioral biases	2014-11-12	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
Capital growth with security	2008-10-24	Paper
Time to wealth goals in capital accumulation	2006-03-08	Paper
https://portal.mardi4nfdi.de/entity/Q3372280	2006-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4782133	2003-04-24	Paper
Efficiency concepts in capital accumulation models	2000-02-07	Paper
Estimating multivariate random effects without replication	1999-11-08	Paper
Growth versus security tradeoffs in dynamic investment analysis	1999-05-27	Paper
Growth Versus Security in Dynamic Investment Analysis	1993-04-01	Paper
Growth-security profiles in capital accumulation under risk	1992-06-25	Paper
Sensitivity analysis of optimal growth plans with exogenous capital stocks	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3703539	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3735386	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5187039	1985-01-01	Paper
Optimal growth and uncertainty: The borrowing models	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3941199	1981-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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