Selected Works of William T Ziemba:A Memorial Volume

Edited by Leonard MacLean and Sebastien Lleo

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book is a selection of the journal publications of William T Ziemba. Over a span of 50 years, Professor Ziemba contributed to a wide variety of disciplines including Stochastic Programming, Portfolio Theory, Sports Betting, and Risk Management. In his work he collaborated with academics and practitioners worldwide. Bill wrote for a variety of audiences. He was widely known as a leading practitioner of operations research methods applied to problems in financial planning and sports betting.

Keywords: William Ziemba; Financial Planning Models; Racetrack Betting; Sports Analytics; Market Anomalies; Risk Factors (search for similar items in EconPapers)
JEL-codes: C44 C6 G11 G12 (search for similar items in EconPapers)
Date: 2024
ISBN: 9789811285523
References: Add references at CitEc
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https://www.worldscientific.com/worldscibooks/10.1142/13656 (text/html)
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Chapters in this book:

Ch 2 SOLVING NONLINEAR PROGRAMMING PROBLEMS WITH STOCHASTIC OBJECTIVE FUNCTIONS , pp 25-43

William T. Ziemba

Ch 3 Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming , pp 45-55

C. C. Huang, W. T. Ziemba and A. Ben-Tal

Ch 4 BOUNDS FOR TWO-STAGE STOCHASTIC PROGRAMS WITH FIXED RECOURSE , pp 57-78

N. C. P. Edirisinghe and W. T. Ziemba

Ch 5 PORTFOLIO SELECTION IN A LOGNORMAL MARKET WHEN THE INVESTOR HAS A POWER UTILITY FUNCTION , pp 81-95

J. A. Ohlson and W. T. Ziemba

Ch 6 COMPARISON OF ALTERNATIVE UTILITY FUNCTIONS IN PORTFOLIO SELECTION PROBLEMS , pp 97-116

J. G. Kallberg and W. T. Ziemba

Ch 7 The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice , pp 117-122

Vijay K. Chopra and William T. Ziemba

Ch 8 A DYNAMIC INVESTMENT MODEL WITH CONTROL ON THE PORTFOLIO’S WORST CASE OUTCOME , pp 123-143

Yonggan Zhao, Ulrich Haussmann and William T. Ziemba

Ch 9 A BANK ASSET AND LIABILITY MANAGEMENT MODEL , pp 147-167

M. I. Kusy and W. T. Ziemba

Ch 10 FORMULATION OF THE RUSSELL-YASUDA KASAI FINANCIAL PLANNING MODEL , pp 169-185

David R. Cariño and William T. Ziemba

Ch 11 CONCEPTS, TECHNICAL ISSUES, AND USES OF THE RUSSELL-YASUDA KASAI FINANCIAL PLANNING MODEL , pp 187-199

David R. Cariño, David H. Myers and William T. Ziemba

Ch 12 The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE , pp 201-214

Alois Geyer and William T Ziemba

Ch 13 GROWTH VERSUS SECURITY IN DYNAMIC INVESTMENT ANALYSIS , pp 217-240

L. C. Maclean, W. T. Ziemba and G. Blazenko

Ch 14 Time to wealth goals in capital accumulation , pp 241-253

Leonard C. Maclean, William T. Ziemba and Yuming Li

Ch 15 Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria , pp 255-261

Leonard C. Maclean, Edward O. Thorp and William T. Ziemba

Ch 16 EFFICIENCY OF THE MARKET FOR RACETRACK BETTING , pp 265-282

Donald B. Hausch, William T. Ziemba and Mark Rubinstein

Ch 17 Arbitrage Strategies for Cross-Track Betting on Major Horse Races , pp 283-300

Donald B. Hausch and William T. Ziemba

Ch 18 Stock market crashes in 2007–2009: were we able to predict them? , pp 303-329

Sebastien Lleo and William T. Ziemba

Ch 19 Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 , pp 331-351

A. N. Shiryaev, M. V. Zhitlukhin and W. T Ziemba

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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:13656

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