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 1 5 98
A dynamic model of active portfolio management with benchmark orientation 0 0 1 80 0 1 7 185
An endogenous volatility approach to pricing and hedging call options with transaction costs 0 0 0 4 0 2 7 21
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control 0 0 0 36 0 2 8 241
Capital growth with security 0 0 2 157 0 4 16 337
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 5 97
Currency returns, market regimes and behavioral biases 0 0 0 27 0 3 7 98
Dynamic portfolio selection with process control 0 0 0 87 0 0 7 196
Hedging errors with Leland's option model in the presence of transaction costs 0 0 1 64 0 2 13 168
Market regimes, sectorial investments, and time‐varying risk premiums 0 0 0 17 2 3 10 110
Mean-variance versus expected utility in dynamic investment analysis 0 0 0 11 1 1 7 80
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 3 12 127
Optimal liquidation strategies and their implications 0 0 0 80 0 4 10 273
Time-consistent investment policies in Markovian markets: A case of mean–variance analysis 0 0 0 24 0 3 14 120
Total Journal Articles 0 0 4 686 4 31 128 2,151

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10