Selected Works of William T Ziemba:A Memorial Volume
Editor
- Leonard MacLean(Dalhousie University, Canada)Sébastien Lleo(NEOMA Business School, France)
Abstract
Individual chapters are listed in the "Chapters" tab
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Book Chapters
The following chapters of this book are listed in IDEAS- William T. Ziemba, 2024. "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 2, pages 25-43, World Scientific Publishing Co. Pte. Ltd..
- C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024. "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 3, pages 45-55, World Scientific Publishing Co. Pte. Ltd..
- N. C. P. Edirisinghe & W. T. Ziemba, 2024. "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 4, pages 57-78, World Scientific Publishing Co. Pte. Ltd..
- J. A. Ohlson & W. T. Ziemba, 2024. "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 5, pages 81-95, World Scientific Publishing Co. Pte. Ltd..
- J. G. Kallberg & W. T. Ziemba, 2024. "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 6, pages 97-116, World Scientific Publishing Co. Pte. Ltd..
- Vijay K. Chopra & William T. Ziemba, 2024. "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 7, pages 117-122, World Scientific Publishing Co. Pte. Ltd..
- Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024. "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 8, pages 123-143, World Scientific Publishing Co. Pte. Ltd..
- M. I. Kusy & W. T. Ziemba, 2024. "A Bank Asset And Liability Management Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 9, pages 147-167, World Scientific Publishing Co. Pte. Ltd..
- David R. Cariño & William T. Ziemba, 2024. "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 10, pages 169-185, World Scientific Publishing Co. Pte. Ltd..
- David R. Cariño & David H. Myers & William T. Ziemba, 2024. "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 11, pages 187-199, World Scientific Publishing Co. Pte. Ltd..
- Alois Geyer & William T Ziemba, 2024. "The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 12, pages 201-214, World Scientific Publishing Co. Pte. Ltd..
- L. C. Maclean & W. T. Ziemba & G. Blazenko, 2024. "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 13, pages 217-240, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. Maclean & William T. Ziemba & Yuming Li, 2024. "Time to wealth goals in capital accumulation," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 14, pages 241-253, World Scientific Publishing Co. Pte. Ltd..
- Leonard C. Maclean & Edward O. Thorp & William T. Ziemba, 2024. "Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 15, pages 255-261, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2024. "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 16, pages 265-282, World Scientific Publishing Co. Pte. Ltd..
- Donald B. Hausch & William T. Ziemba, 2024. "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 17, pages 283-300, World Scientific Publishing Co. Pte. Ltd..
- Sébastien Lleo & William T. Ziemba, 2024. "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 18, pages 303-329, World Scientific Publishing Co. Pte. Ltd..
- A. N. Shiryaev & M. V. Zhitlukhin & W. T Ziemba, 2024. "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 19, pages 331-351, World Scientific Publishing Co. Pte. Ltd..
More about this item
Keywords
William Ziemba; Financial Planning Models; Racetrack Betting; Sports Analytics; Market Anomalies; Risk Factors;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
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