Leonard C. MacLean

According to our database, Leonard C. MacLean authored at least 9 papers between 1991 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Mean-variance optimization with inferred regimes.

Leonard C. MacLean, Yonggan Zhao, Oufan Zhang

Ann. Oper. Res., March, 2025

Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management.

Sébastien Lleo, Leonard C. MacLean

Ann. Oper. Res., March, 2025

2022

Sports Analytics

Leonard C. MacLean, William T. Ziemba

World Scientific Series in Finance 18, WorldScientific, ISBN: 9789811250224, 2022

2021

Real Options in a Duopoly with Jump Diffusion Prices.

Wei Sun, Yonggan Zhao, Leonard C. MacLean

Asia Pac. J. Oper. Res., 2021

2011

Mean-variance versus expected utility in dynamic investment analysis.

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

Comput. Manag. Sci., 2011

2005

26. Wealth Goals Investing.

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

Proceedings of the Applications of Stochastic Programming, 2005

2003

A process control approach to investment risk.

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

1999

Growth versus security tradeoffs indynamic investment analysis.

Leonard C. MacLean, William T. Ziemba

Ann. Oper. Res., 1999

1991

Growth-security profiles in capital accumulation under risk.

Leonard C. MacLean, William T. Ziemba

Ann. Oper. Res., 1991