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William T. Ziemba · Study
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Author
William T. Ziemba
75 works
· latest 2021
· 5 institutions
cluster: provisional
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62
Citations
7,639
Works here
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Most cited in this library
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
1993 · 1,158 citations
Anomalies: Parimutuel Betting Markets: Racetracks and Lotteries
1988 · 621 citations
Worldwide asset and liability modeling
1998 · 370 citations
The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
1994 · 362 citations
A Bank Asset and Liability Management Model
1986 · 316 citations
Works
60 shown
A Walk into Greatness: June 2017 Visits to Tesio’s Horse Stables and the Sassicaia Winery
World Scientific series in finance
·
2021
·
1 author
·
chapter
0
citations
A walk into greatness: Summer 2017 visits to Tesio’s horse stables and the Sassicaia winery
World Scientific series in finance
·
2018
·
1 author
·
chapter
0
citations
World Scientific Reference on Handbook of the Economics of Wine
WORLD SCIENTIFIC eBooks
·
2018
·
4 authors
·
book
9
citations
World Scientific Reference on Handbook of the Economics of Wine
WORLD SCIENTIFIC eBooks
·
2018
·
4 authors
·
book
2
citations
Handbook of the Economics of Wine:(In 2 Volumes)Volume 1: Prices, Finance, and Expert OpinionVolume 2: Reputation, Regulation, and Market Organization
RePEc: Research Papers in Economics
·
2018
·
4 authors
·
preprint
1
citations
Primer on Utility Theory
Wilmott
·
2015
·
2 authors
0
citations
World Scientific Reference on Handbook of the Economics of Wine
WORLD SCIENTIFIC eBooks
·
2015
·
4 authors
·
book
1
citations
When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model
The Journal of Portfolio Management
·
2014
·
3 authors
29
citations
The World Scientific Handbook of Futures Markets
World Scientific handbook in financial economic series
·
2013
·
2 authors
·
book
·
Open access
32
citations
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
World Scientific handbook in financial economic series
·
2013
·
2 authors
·
chapter
42
citations
Section B. Utility Theory
World Scientific handbook in financial economic series
·
2013
·
1 author
·
chapter
0
citations
Stock market crashes in 2007–2009: were we able to predict them?
Quantitative Finance
·
2012
·
2 authors
37
citations
Japanese security market regularities Monthly, turn-of-the-month and year, holiday and golden week effects
WORLD SCIENTIFIC eBooks
·
2012
·
1 author
·
chapter
30
citations
Handbook of the Fundamentals of Financial Decision Making
World Scientific handbook in financial economic series
·
2012
·
2 authors
·
book
90
citations
Calendar Anomalies and Arbitrage
World Scientific series in finance
·
2012
·
1 author
·
other
28
citations
The Kelly capital growth investment criterion theory and practice
·
2012
·
3 authors
83
citations
The Kelly Capital Growth Investment Criterion
World Scientific handbook in financial economic series
·
2011
·
3 authors
·
book
202
citations
Introduction to the Early Ideas and Contributions
World Scientific handbook in financial economic series
·
2011
·
1 author
·
chapter
8
citations
Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria
Quantitative Finance
·
2010
·
3 authors
84
citations
Do Seasonal Anomalies Still Work?
The Journal of Portfolio Management
·
2010
·
2 authors
69
citations
Optimizing the Aging, Retirement, and Pensions Dilemma
Wiley eBooks
·
2010
·
3 authors
·
book
33
citations
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
Operations Research
·
2008
·
2 authors
116
citations
Efficiency of Racetrack Betting Markets
World Scientific handbook in financial economic series
·
2008
·
3 authors
·
book
92
citations
Introduction to Utility Preferences of Racetrack Bettors
World Scientific handbook in financial economic series
·
2008
·
3 authors
·
chapter
2
citations
Handbook of Sports and Lottery Markets
Elsevier eBooks
·
2008
·
2 authors
·
book
79
citations
Scenarios for Risk Management and Global Investment Strategies
·
2007
·
2 authors
55
citations
Incentives and risk taking in hedge funds
Journal of Banking & Finance
·
2007
·
2 authors
·
Open access
165
citations
Handbook of Asset and Liability Management - Set
RePEc: Research Papers in Economics
·
2007
·
2 authors
·
book
49
citations
Handbook of asset and liability management: applications and case studies
Elsevier eBooks
·
2007
·
2 authors
·
book
39
citations
Hedging errors with Leland's option model in the presence of transaction costs
Finance research letters
·
2006
·
2 authors
33
citations
Stochastic Optimization Models in Finance
World Scientific handbook in financial economic series
·
2006
·
2 authors
·
book
160
citations
EXPECTED UTILITY THEORY
World Scientific handbook in financial economic series
·
2006
·
1 author
·
chapter
113
citations
MEASURES OF RISK AVERSION
World Scientific handbook in financial economic series
·
2006
·
1 author
·
chapter
2
citations
RISK AVERSION OVER TIME IMPLIES STATIC RISK AVERSION
World Scientific handbook in financial economic series
·
2006
·
1 author
·
chapter
0
citations
EFFECTS OF TAXES ON RISK TAKING
World Scientific handbook in financial economic series
·
2006
·
1 author
·
chapter
0
citations
The Symmetric Downside-Risk Sharpe Ratio
The Journal of Portfolio Management
·
2005
·
1 author
117
citations
Cointegration analysis of the Fed model
Finance research letters
·
2005
·
3 authors
61
citations
Time to wealth goals in capital accumulation
Quantitative Finance
·
2005
·
3 authors
·
Open access
48
citations
Applications of Stochastic Programming (MPS-SIAM Series in Optimization)
Lancaster EPrints (Lancaster University)
·
2005
·
2 authors
·
report
44
citations
Intertemporal surplus management
Journal of Economic Dynamics and Control
·
2003
·
2 authors
·
Open access
112
citations
Capital growth with security
Journal of Economic Dynamics and Control
·
2003
·
4 authors
70
citations
Applying Operations Research Techniques to Financial Markets
INFORMS Journal on Applied Analytics
·
2003
·
2 authors
35
citations
Derivative Effects of the 1999 Earthquake in Taiwan to U.S. Personal Computer Manufacturers
Springer eBooks
·
2001
·
2 authors
·
chapter
16
citations
Security market imperfections in worldwide equity markets
·
2000
·
2 authors
40
citations
Growth versus security tradeoffs indynamic investment analysis
Annals of Operations Research
·
1999
·
2 authors
52
citations
Formulation of the Russell-Yasuda Kasai Financial Planning Model
Operations Research
·
1998
·
2 authors
202
citations
Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model
Operations Research
·
1998
·
3 authors
166
citations
Worldwide asset and liability modeling
·
1998
·
2 authors
370
citations
Investment Results from Exploiting Turn-of-the-Month Effects
The Journal of Portfolio Management
·
1996
·
2 authors
82
citations
United States Investment Returns during Democratic and Republican Administrations, 1928–1993
Financial Analysts Journal
·
1995
·
2 authors
132
citations
Chapter 3 Capital growth theory
Handbooks in operations research and management science
·
1995
·
2 authors
·
chapter
69
citations
Bounds for Two-Stage Stochastic Programs with Fixed Recourse
Mathematics of Operations Research
·
1994
·
2 authors
64
citations
World wide security market regularities
European Journal of Operational Research
·
1994
·
1 author
49
citations
The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
INFORMS Journal on Applied Analytics
·
1994
·
7 authors
362
citations
Land and Stock Prices in Japan
The Journal of Economic Perspectives
·
1993
·
2 authors
·
Open access
147
citations
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
The Journal of Portfolio Management
·
1993
·
2 authors
1,158
citations
Growth Versus Security in Dynamic Investment Analysis
Management Science
·
1992
·
3 authors
175
citations
Japanese security market regularities
Japan and the World Economy
·
1991
·
1 author
113
citations
Japanese financial market research
·
1991
·
3 authors
42
citations
Anomalies: Parimutuel Betting Markets: Racetracks and Lotteries
The Journal of Economic Perspectives
·
1988
·
2 authors
·
Open access
621
citations