Access Statistics for Yonggan Zhao

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome	0	0	0	37	1	1	1	93
A dynamic model of active portfolio management with benchmark orientation	0	0	0	79	0	0	4	178
An endogenous volatility approach to pricing and hedging call options with transaction costs	0	0	0	4	0	0	0	14
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control	0	0	0	36	0	0	0	233
Capital growth with security	0	0	1	153	0	0	4	317
Comments on and corrigendum to "Hedging errors with Leland's option model in the presence of transaction costs" [Finance Research Letters 4 (2007) 49-58]	1	1	2	34	1	1	2	92
Currency returns, market regimes and behavioral biases	0	2	2	27	0	2	2	91
Dynamic portfolio selection with process control	0	0	1	87	0	0	1	188
Hedging errors with Leland's option model in the presence of transaction costs	0	0	1	63	0	0	3	155
Market regimes, sectorial investments, and time‐varying risk premiums	0	0	0	17	1	1	3	99
Mean-variance versus expected utility in dynamic investment analysis	0	0	0	11	0	0	1	73
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model	0	0	1	28	0	1	4	115
Optimal liquidation strategies and their implications	0	0	0	80	0	0	0	263
Time-consistent investment policies in Markovian markets: A case of mean–variance analysis	0	0	0	24	0	0	1	105
Total Journal Articles	1	3	8	680	3	6	26	2,016

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Statistics updated 2025-03-03