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 5 98
A dynamic model of active portfolio management with benchmark orientation 0 1 1 80 0 2 6 184
An endogenous volatility approach to pricing and hedging call options with transaction costs 0 0 0 4 2 2 7 21
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control 0 0 0 36 1 1 7 240
Capital growth with security 0 0 2 157 3 5 16 336
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 0 34 2 3 5 97
Currency returns, market regimes and behavioral biases 0 0 0 27 2 2 6 97
Dynamic portfolio selection with process control 0 0 0 87 0 2 8 196
Hedging errors with Leland's option model in the presence of transaction costs 0 0 1 64 2 4 13 168
Market regimes, sectorial investments, and time‐varying risk premiums 0 0 0 17 1 2 8 108
Mean-variance versus expected utility in dynamic investment analysis 0 0 0 11 0 1 6 79
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 4 10 125
Optimal liquidation strategies and their implications 0 0 0 80 4 4 10 273
Time-consistent investment policies in Markovian markets: A case of mean–variance analysis 0 0 0 24 3 5 14 120
Total Journal Articles 0 1 4 686 22 38 121 2,142

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Statistics updated 2026-05-06