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Yonggan Zhao

Faculty of Management

15H指数
77论文数
647被引数
收录论文 7
发表时间
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Comparisons of mean-variance analysis and entropy-based approaches to portfolio selection under asymmetric returns in bear and bull markets在熊市和牛市下，基于不对称收益的均值-方差分析与熵基方法的组合选择比较
errAnnals of Operations Research
IF4.5
err2025-08-14
err0
PREAI
errLeonard MacLean; Yonggan Zhao; Huajian Miao
err分享
err收藏
Mean-variance optimization with inferred regimes
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-09-23
err0
PREAI
errMaclean, Leonard; Zhao, Yonggan; Zhang, Oufan
err分享
err收藏
Predicting credit rating changes conditional on economic strength
errFINANCE RESEARCH LETTERS
IF6.9
err2022-06-01
err4
PREAI
errEdirisinghe, Chanaka; Sawicki, Julia; Zhao, Yonggan; Zhou, Jun
err分享
err收藏
Pricing vulnerable European options with dynamic correlation between market risk and credit risk
errJOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING
IF3.7
err2020-06-01
err14
errOAAI
errNiu, Huawei; Xing, Yu; Zhao, Yonggan
err分享
err收藏
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2008-03-01
err14
PREAI
errZhao, Yonggan; Ziemba, William T.
err分享
err收藏
A dynamic model of active portfolio management with benchmark orientation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-11-01
err20
PREAI
errZhao, Yonggan
err分享
err收藏
Dynamic portfolio selection with process control
errJOURNAL OF BANKING & FINANCE
IF3.8
err2006-02-01
err8
PREAI
errMacLean, L; Zhao, YG; Ziemba, W
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
W
William T. Ziemba
H 指数: 47 · 论文数: 550
L
Leonard C. MacLean
H 指数: 16 · 论文数: 121
C
Chanaka Edirisinghe
H 指数: 6 · 论文数: 40
Y
Yu Xing
H 指数: 4 · 论文数: 17
H
Huawei Niu
H 指数: 4 · 论文数: 7
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