Yonggan Zhao

Yonggan Zhao

Dalhousie University - Halifax / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 655629
person_outline Yonggan Zhao's MOST POPULAR ARTICLES
1-) Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the heston modelH Zhao, X Rong, Y ZhaoInsurance: Mathematics and Economics 53 (3), 504-514, 20131042013
2-) Capital growth with securityLC MacLean, R Sanegre, Y Zhao, WT ZiembaJournal of Economic Dynamics and Control 28 (5), 937-954, 20041022004
3-) How does the Fortune’s Formula-Kelly capital growth model perform?LC MacLean, EO Thorp, Y Zhao, WT Ziemba492011
4-) A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocationY Zhao, WT ZiembaMathematical Programming 89, 293-309, 2001402001
5-) A portfolio optimization model with regime-switching risk factors for sector exchange traded fundsY Ma, L MacLean, K Xu, Y ZhaoPac J Optim 7 (2), 281-296, 2011372011