Concepedia

Yonggan Zhao

YZ

19

Publications

520

Citations

14

H-Index

2000

Active since

Affiliations

Dalhousie University(Current)

University of British Columbia

Nanyang Technological University

Massachusetts Institute of Technology

Nanjing Audit University

Yonggan Zhao is an author at Dalhousie University specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementFinancial EconomicsFinancial EngineeringPortfolio OptimizationOption PricingRisk Management

Publications per year

2000–2020

19

Publications

19

Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model

Hui Zhao, Ximin Rong, Yonggan Zhao · Insurance Mathematics and Economics · 2013 · 109 citations

Option Pricing, Investment Problem, Engineering +10

Capital growth with security

Leonard C. MacLean, Rafael Sanegre, Yonggan Zhao et al. · Journal of Economic Dynamics and Control · 2003 · 70 citations

Economics, Business, Cost Of Capital +5

Hedging errors with Leland's option model in the presence of transaction costs

Yonggan Zhao, William T. Ziemba · Finance research letters · 2006 · 36 citations

Option Model, Economics, Option Pricing +9

Mean-variance versus expected utility in dynamic investment analysis

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba · Computational Management Science · 2009 · 29 citations · Full text

Economics, Financial Economics, Asset Pricing +6

How Does the <i>Fortune’s Formula</i> Kelly CapitalGrowth Model Perform?

Leonard C. MacLean, Edward O. Thorp, Yonggan Zhao et al. · The Journal of Portfolio Management · 2011 · 27 citations · Full text

Cost Of Capital, Portfolio Management, Financial Mathematics +19

Rows per page

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