Items where Author is "Zhao, Yonggan"

Group by: Item Type | No Grouping

Number of items: 2.

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

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.

This list was generated on Thu Nov 21 21:54:44 2024 GMT.

Export as	Atom RSS 1.0 RSS 2.0