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	0	1	1	93
A dynamic model of active portfolio management with benchmark orientation	0	0	0	79	0	0	2	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	2	2	2	155	3	3	5	320
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	1	1	34	0	1	1	92
Currency returns, market regimes and behavioral biases	0	0	2	27	0	0	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	2	3	100
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	0	3	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	1	1	106
Total Journal Articles	2	3	8	682	4	8	23	2,021

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Statistics updated 2025-05-12