Yonggan Zhao

Nanyang Technological University

Assistant Professor of Finance

Nanyang Business School

Nanyang Technological University

639798

Singapore

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 16,760

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Top 16,760

in Total Papers Downloads

3,849

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

A Dynamic Model of Active Portfolio Management and Mutual Fund Performance Evaluation

Number of pages: 42 Posted: 16 Mar 2005
Yonggan Zhao
Nanyang Technological University
Downloads 2,138 (8,960)
Citation 4

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Active portfolio management, benchmark portfolio, growth optimum portfolio, risk sensitivity, mutual fund performance evaluation

2.

On Leland's Option Hedging Strategy with Transaction Costs

Sauder School of Business Working Paper
Number of pages: 33 Posted: 17 Sep 2004
Yonggan Zhao and William T. Ziemba
Nanyang Technological University and University of British Columbia (UBC) - Sauder School of Business
Downloads 913 (32,917)
Citation 6

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3.

Calculating Risk Neutral Probabilities and Optimal Portfolio Policies in a Dynamic Investment Model with Downside Risk Control

Sauder School of Business Working Paper
Number of pages: 28 Posted: 21 Sep 2004
Yonggan Zhao and William T. Ziemba
Nanyang Technological University and University of British Columbia (UBC) - Sauder School of Business
Downloads 549 (64,570)

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Risk Neutral Probabilities, Dynamic Investment Model, Multiperiod Stochastic Programming

4.

Weak Interest Rate Parity and Currency Portfolio Diversification

Number of pages: 60 Posted: 16 Mar 2006
Dalhousie University - School of Business Administration, Nanyang Technological University and University of British Columbia (UBC) - Sauder School of Business
Downloads 230 (169,789)

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Exchange Rate Dynamic, Currency Portfolio, Regime Switching

5.

A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome

Number of pages: 21 Posted: 03 Oct 2003
Nanyang Technological University, affiliation not provided to SSRN and University of British Columbia (UBC) - Sauder School of Business
Downloads 19 (656,722)
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