Reminiscences of the Early Days in Berkeley

William T Ziemba

Chapter 3 in The Adventures of a Modern Renaissance Academic in Investing and Gambling, 2017, pp 15-20 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This chapter is based on a talk given at the retirement of Professor Roger Wets at the University of California, Davis on October 10, 2008. Roger influenced my studies and research starting with a PhD course in stochastic programming in 1967. While Willard (Bill) Zangwill was my official PhD thesis advisor, with Jacob Marschak and Romesh Saigel as my committee, it was Wets who advised me the most in my dissertation on Stochastic Programming and the Theory of Economic Policy.

Keywords: Financial History; Risk Management; Investment Strategies; Mean Reversion; Risk Arbitrage; Management of Assets (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2017
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