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Leonard C. MacLean

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Books and Theses

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2022
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Leonard C. MacLean, William T. Ziemba:
Sports Analytics. World Scientific Series in Finance 18, WorldScientific 2022, ISBN 9789811247514, pp. 1-588

Journal Articles

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2021
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Wei Sun, Yonggan Zhao, Leonard C. MacLean:
Real Options in a Duopoly with Jump Diffusion Prices. Asia Pac. J. Oper. Res. 38(6): 2150009:1-2150009:29 (2021)
2011
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Leonard C. MacLean, Yonggan Zhao, William T. Ziemba:
Mean-variance versus expected utility in dynamic investment analysis. Comput. Manag. Sci. 8(1-2): 3-22 (2011)
1999
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Leonard C. MacLean, William T. Ziemba:
Growth versus security tradeoffs indynamic investment analysis. Ann. Oper. Res. 85: 193-225 (1999)
1991
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Leonard C. MacLean, William T. Ziemba:
Growth-security profiles in capital accumulation under risk. Ann. Oper. Res. 31(1): 501-509 (1991)

Conference and Workshop Papers

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2003
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Leonard C. MacLean, Yonggan Zhao, William T. Ziemba:
A process control approach to investment risk. CIFEr 2003: 265-270

Parts in Books or Collections

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2005
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Leonard C. MacLean, Yonggan Zhao, William T. Ziemba:
26. Wealth Goals Investing. Applications of Stochastic Programming 2005: 531-544

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