Access Statistics for Yonggan Zhao

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
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 2 94
A dynamic model of active portfolio management with benchmark orientation 0 0 0 79 0 0 0 178
An endogenous volatility approach to pricing and hedging call options with transaction costs 0 0 0 4 1 2 2 16
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control 0 0 0 36 2 3 3 236
Capital growth with security 1 2 4 157 3 6 11 328
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] 0 0 1 34 0 0 1 92
Currency returns, market regimes and behavioral biases 0 0 2 27 0 0 3 92
Dynamic portfolio selection with process control 0 0 0 87 0 2 4 192
Hedging errors with Leland's option model in the presence of transaction costs 1 1 1 64 1 6 6 161
Market regimes, sectorial investments, and time‐varying risk premiums 0 0 0 17 2 2 4 102
Mean-variance versus expected utility in dynamic investment analysis 0 0 0 11 0 1 1 74
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model 0 0 0 28 1 2 3 118
Optimal liquidation strategies and their implications 0 0 0 80 0 1 2 265
Time-consistent investment policies in Markovian markets: A case of mean–variance analysis 0 0 0 24 5 6 9 114
Total Journal Articles 2 3 8 685 16 32 51 2,062


Statistics updated 2026-01-09