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SPEPS » List of Authors » Zhao, Yonggan

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Zhao, Yonggan

7 Entries available
Volume 2003
Nr. 22
Zhao, Yonggan; Ziemba, William T.:
On Leland's option hedging strategy with transaction costs
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Volume 2003
Nr. 21
Ziemba, William T.:
Intertemporal mean-variance efficiency with a Markovian state price density
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Volume 2002
Nr. 6
MacLean, Leonard C.; Sanegre, Rafael; Zhao, Yonggan; Ziemba, William T.:
Capital growth with security
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Volume 2000
Nr. 14
Ziemba, William T.:
Mean-variance versus expected utility in dynamic investment analysis
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Volume 2000
Nr. 13
Ziemba, William T.:
Determining risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control in the presence of trading frictions
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Volume 1999
Nr. 8
Ziemba, William T.:
A Dynamic Asset Allocation Model with Downside Risk Control
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Volume 1999
Nr. 1
Ziemba, William T.:
Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming
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