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Disambiguation of "Zhao, Yonggan"

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A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation.

, and . Math. Program., 89 (2): 293-309 (2001)

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Zhao Zhao

Yanning Zhao

Hertz-level ultra-stable laser and its application to high precision spectroscopy. Uni Erlangen-Nürnberg, (2009)

Li Zhao

Su Zhao

Ruoyao Zhao

 

Other publications of authors with the same name

A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation., and . Math. Program., 89 (2): 293-309 (2001)26. Wealth Goals Investing., , and . Applications of Stochastic Programming, SIAM, (2005)Dynamic portfolio selection with process control, , and . Journal of Banking & Finance, 30 (2): 317--339 (February 2006)Mean-variance versus expected utility in dynamic investment analysis., , and . Comput. Manag. Science, 8 (1-2): 3-22 (2011)Optimal liquidation strategies and their implications, , and . Journal of Economic Dynamics and Control, 31 (4): 1431--1450 (April 2007)A dynamic model of active portfolio management with benchmark orientation. Journal of Banking & Finance, 31 (11): 3336--3356 (November 2007)Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control., and . Eur. J. Oper. Res., 185 (3): 1525-1540 (2008)Capital growth with security, , , and . Journal of Economic Dynamics and Control, 28 (5): 937--954 (February 2004)Real Options in a Duopoly with Jump Diffusion Prices., , and . Asia Pac. J. Oper. Res., 38 (6): 2150009:1-2150009:29 (2021)A process control approach to investment risk., , and . CIFEr, page 265-270. IEEE, (2003)