Author Page for Leonard MacLean

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:

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:

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:

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:

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)

Abstract:

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:

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

Leonard MacLean

Dalhousie University - School of Business Administration

Professor

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Scholarly Papers (7)

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

Abstract:

Empirical Bayes Estimation with Dynamic Portfolio Models

Abstract:

Weak Interest Rate Parity and Currency Portfolio Diversification

Abstract:

Currency Regimes and Weak Interest Rate Parity

Abstract:

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

Abstract:

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

Abstract:

The Kelly Capital Growth Investment Criterion: Theory and Practice

Abstract: