A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation. - Yonggan Zhao; William T. Ziemba (Math. Program., 2001)

A process control approach to investment risk. - Leonard C. MacLean; Yonggan Zhao; William T. Ziemba (CIFEr, 2003)

26. Wealth Goals Investing. - Leonard C. MacLean; Yonggan Zhao; William T. Ziemba (Applications of Stochastic Programming, 2005)

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)

Mean-variance versus expected utility in dynamic investment analysis. - Leonard C. MacLean; Yonggan Zhao; William T. Ziemba (Comput. Manag. Sci., 2011)

Real Options in a Duopoly with Jump Diffusion Prices. - Wei Sun; Yonggan Zhao; Leonard C. MacLean (Asia Pac. J. Oper. Res., 2021)

Mean-variance optimization with inferred regimes. - Leonard C. MacLean; Yonggan Zhao; Oufan Zhang (Ann. Oper. Res., 2025)