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 0 4 4 97
A dynamic model of active portfolio management with benchmark orientation 1 1 1 80 1 5 5 183
An endogenous volatility approach to pricing and hedging call options with transaction costs 0 0 0 4 0 4 5 19
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control 0 0 0 36 0 5 6 239
Capital growth with security 0 1 4 157 1 7 15 332
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 0 2 2 94
Currency returns, market regimes and behavioral biases 0 0 0 27 0 3 4 95
Dynamic portfolio selection with process control 0 0 0 87 1 3 7 195
Hedging errors with Leland's option model in the presence of transaction costs 0 1 1 64 0 4 9 164
Market regimes, sectorial investments, and time‐varying risk premiums 0 0 0 17 0 6 7 106
Mean-variance versus expected utility in dynamic investment analysis 0 0 0 11 0 4 5 78
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 5 7 122
Optimal liquidation strategies and their implications 0 0 0 80 0 4 6 269
Time-consistent investment policies in Markovian markets: A case of mean–variance analysis 0 0 0 24 2 8 12 117
Total Journal Articles 1 3 6 686 6 64 94 2,110

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Statistics updated 2026-03-04