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 34 0 0 0 85
A dynamic model of active portfolio management with benchmark orientation 0 0 2 71 1 1 3 155
An endogenous volatility approach to pricing and hedging call options with transaction costs 0 0 0 3 0 0 0 12
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control 0 0 0 33 1 1 3 216
Capital growth with security 0 0 9 131 0 0 14 270
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 25 0 6 10 73
Currency returns, market regimes and behavioral biases 0 0 2 20 0 1 9 70
Dynamic portfolio selection with process control 0 0 2 81 0 0 4 177
Hedging errors with Leland's option model in the presence of transaction costs 0 0 0 48 0 1 2 115
Market regimes, sectorial investments, and time-varying risk premiums 0 0 0 15 0 1 5 82
Mean-variance versus expected utility in dynamic investment analysis 0 0 0 10 0 0 0 63
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model 1 1 1 19 1 2 3 70
Optimal liquidation strategies and their implications 0 0 0 80 0 1 1 258
Time-consistent investment policies in Markovian markets: A case of mean–variance analysis 0 0 0 22 0 0 3 87
Total Journal Articles 1 1 17 592 3 14 57 1,733


Statistics updated 2019-07-03