Items where Author is "MacLean, Leonard C."

Article

MacLean, Leonard C., Zhao, Yonggan and Ziemba, William T. (2016) Optimal capital growth with convex shortfall penalties. Quantitative Finance, 16 (1). pp. 101-117. ISSN 1469-7688

Monograph

MacLean, Leonard C., Zhao, Yonggan and Ziemba, William T. (2014) Optimal capital growth with convex shortfall penalties. Systemic Risk Centre Discussion Papers (15). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.