Yonggan Zhao

According to our database, Yonggan Zhao authored at least 7 papers between 2001 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

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

2008

Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control.

Yonggan Zhao, William T. Ziemba

Eur. J. Oper. Res., 2008

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

2001

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

Yonggan Zhao, William T. Ziemba

Math. Program., 2001