Leonard MacLean

Dalhousie University - School of Business Administration

Professor

Halifax, Nova Scotia B3H 4R2

Canada

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 28,310

SSRN RANKINGS

Top 28,310

in Total Papers Downloads

2,496

SSRN CITATIONS
Rank 33,645

SSRN RANKINGS

Top 33,645

in Total Papers Citations

6

CROSSREF CITATIONS

18

Scholarly Papers (7)

1.

Preface – The Kelly Capital Growth Investment Criterion: Theory and Practice

World Scientific Handbook in Financial Economic Series, Vol. 3, 2011
Number of pages: 2 Posted: 30 May 2011
Edward O. Thorp, Leonard MacLean and William T. Ziemba
University of California, Irvine, Dalhousie University - School of Business Administration and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,228 (23,669)
Citation 7

Abstract:

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Kelly Criterion, Dynamic Investment Analysis, Capital Growth Theory, Sports Betting, Hedge Fund Strategies, Speculative Investing, Fortune's Formula

2.

Empirical Bayes Estimation with Dynamic Portfolio Models

Sauder School of Business Working Paper
Number of pages: 29 Posted: 21 Sep 2004
Leonard MacLean, Michael E. Foster and William T. Ziemba
Dalhousie University - School of Business Administration, Dalhousie University - School of Business Administration and University of British Columbia (UBC) - Sauder School of Business
Downloads 405 (101,684)
Citation 4

Abstract:

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3.

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 289 (146,914)

Abstract:

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Exchange Rate Dynamic, Currency Portfolio, Regime Switching

4.

Currency Regimes and Weak Interest Rate Parity

Number of pages: 26 Posted: 16 Jun 2008 Last Revised: 14 Mar 2010
Leonard MacLean, Yonggan Zhao and William T. Ziemba
Dalhousie University - School of Business Administration, Dalhousie University - Rowe School of Business and University of British Columbia (UBC) - Sauder School of Business
Downloads 239 (177,397)
Citation 1

Abstract:

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Regime, Switching, Weak Interest Rate Parity

5.

An Endogenous Volatility Approach to Pricing and Hedging Call Options with Transaction Costs

Number of pages: 23 Posted: 02 Oct 2009
Leonard MacLean, Yonggan Zhao and William T. Ziemba
Dalhousie University - School of Business Administration, Dalhousie University - Rowe School of Business and University of British Columbia (UBC) - Sauder School of Business
Downloads 188 (221,434)

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6.

How Do Local Markets Respond to Global Risk Factor Differently in Various Market Regimes? A Study of Country Exchange Traded Funds

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 37 Posted: 17 Sep 2011 Last Revised: 13 Feb 2012
Jun Yuan, Leonard MacLean, Kuan Xu and Yonggan Zhao
Dalhousie University - Department of Economics, Dalhousie University - School of Business Administration, Dalhousie University - Department of Economics and Dalhousie University - Rowe School of Business
Downloads 147 (272,145)

Abstract:

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Country Exchange Traded Funds, Risk Factors, Markov Regime Switching, Time-Varying Risk Premiums

7.

The Kelly Capital Growth Investment Criterion: Theory and Practice

WORLD SCIENTIFIC HANDBOOK IN FINANCIAL ECONOMIC SERIES, Vol. 3, 2011
Posted: 20 Apr 2011
Leonard MacLean, Edward O. Thorp and William T. Ziemba
Dalhousie University - School of Business Administration, University of California, Irvine and University of British Columbia (UBC) - Sauder School of Business

Abstract:

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Kelly Criterion, Dynamic Investment Analysis, Capital Growth Theory, Sports Betting, Hedge Fund Strategies, Speculative Investing, Fortune's Formula