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 2 2 5 157
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 2 4 218
Capital growth with security 1 2 7 133 2 4 15 275
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] 1 1 2 27 2 2 9 76
Currency returns, market regimes and behavioral biases 0 0 2 20 1 3 8 73
Dynamic portfolio selection with process control 0 0 3 82 0 0 5 179
Hedging errors with Leland's option model in the presence of transaction costs 0 1 1 49 1 2 4 117
Market regimes, sectorial investments, and time-varying risk premiums 0 0 0 15 2 2 8 85
Mean-variance versus expected utility in dynamic investment analysis 0 0 0 10 1 5 5 68
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model 0 0 1 19 0 1 5 72
Optimal liquidation strategies and their implications 0 0 0 80 1 1 2 259
Time-consistent investment policies in Markovian markets: A case of mean–variance analysis 0 0 0 22 0 1 4 88
Total Journal Articles 2 4 18 598 13 25 74 1,764


Statistics updated 2019-11-03