Kelly investing with downside risk control in a regime-switching market von MacLean, Leonard, Zhao, Yonggan

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A generalized entropy approach to portfolio selection under a hidden markov model von MacLean, Leonard C, Yu, Lijun, Zhao, Yonggan

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Optimal capital growth with convex shortfall penalties von MacLean, Leonard C., Zhao, Yonggan, Ziemba, William T.

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Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria von Maclean, Leonard C., Thorp, Edward O., Ziemba, William T.

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Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management von Lleo, Sébastien, MacLean, Leonard C.

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Mean-variance optimization with inferred regimes von MacLean, Leonard, Zhao, Yonggan, Zhang, Oufan

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Regime Dependent Sensitivity of Country Exchange Traded Funds to Common Risk Factors von Yuan, Jun, MacLean, Leonard, Xu, Kuan, Zhao, Yonggan

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Primer on Stochastic Dominance von MacLean, Leonard C., Ziemba, Bill

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An endogenous volatility approach to pricing and hedging call options with transaction costs von MacLean, Leonard C., Zhao, Yonggan, Ziemba, William T.

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AGGREGATE RISK MEASURES FOR DYNAMIC SYSTEMS FROM OPERATIONAL DATA von MACLEAN, LEONARD C., RICHMAN, ALEX

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Primer on Dynamic Portfolio Theory von MacLean, Leonard C., Ziemba, William T.

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Risk assessment of failure events with severity exceedance von MacLean, Leonard, MacLean, Stuart, Richman, Alex

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Primer on Static Portfolio Theory von MacLean, Leonard C., Ziemba, William T.

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Primer on Utility Theory von MacLean, Leonard C., Ziemba, W. T.

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Winning Hockey — Team and Player Impact in the NHL von MacLean, Leonard, Ziemba, Bill

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Review of the NFL 2019–20 Season, Playoffs, and Super Bowl von MacLean, Leonard, Ziemba, Bill

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Benchmarking airports with specific safety performance measures von MacLean, Leonard, Richman, Alex, MacLean, Stuart

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Team Composition: Are the Best Players on the Best Teams? von MacLean, Leonard, Ziemba, Bill

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Time to wealth goals in capital accumulation von Maclean, Leonard C., Ziemba, William T., Li, Yuming

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Currency returns, market regimes and behavioral biases von MacLean, Leonard C., Zhao, Yonggan, Ziemba, William T.

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