Yonggan Zhao

Publication Activity (10 Years)

Years Active: 2001-2021
Publications (10 Years): 1

Top Topics

Nash Equilibrium

Top Venues

Asia Pac. J. Oper. Res.

Publications

Wei Sun, Yonggan Zhao, Leonard C. MacLean
Real Options in a Duopoly with Jump Diffusion Prices. Asia Pac. J. Oper. Res. 38 (6) (2021)
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
Mean-variance versus expected utility in dynamic investment analysis. Comput. Manag. Sci. 8 (1-2) (2011)
Yonggan Zhao, William T. Ziemba
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control. Eur. J. Oper. Res. 185 (3) (2008)
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
A process control approach to investment risk. CIFEr (2003)
Yonggan Zhao, William T. Ziemba
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation. Math. Program. 89 (2) (2001)