Items where Author is "MacLean, Leonard C."

Number of items: 2.
Article
  • Optimal capital growth with convex shortfall penalties. MacLean, Leonard C. and Zhao, Yonggan and Ziemba, William T.
    • Working paper
  • Optimal capital growth with convex shortfall penalties. MacLean, Leonard C. and Zhao, Yonggan and Ziemba, William T.