Author Page for Yonggan Zhao

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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 2,191 (10,822)

Citation 4

Abstract:

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 1,023 (34,272)

Citation 6

Abstract:

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 627 (66,473)

Abstract:

Weak Interest Rate Parity and Currency Portfolio Diversification

Number of pages: 60 Posted: 16 Mar 2006

Leonard MacLean, Yonggan Zhao and William T. Ziemba

Dalhousie University - School of Business Administration, Nanyang Technological University and University of British Columbia (UBC) - Sauder School of Business

Downloads 302 (155,715)

Yonggan Zhao

Nanyang Technological University

Assistant Professor of Finance

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Scholarly Papers (4)

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

Abstract:

On Leland's Option Hedging Strategy with Transaction Costs

Abstract:

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

Abstract:

Weak Interest Rate Parity and Currency Portfolio Diversification

Abstract: