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ORCIDWilliam T. Ziemba
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2020 – today
- 2022
[b1]Leonard C. MacLean, William T. Ziemba:
Sports Analytics. World Scientific Series in Finance 18, WorldScientific 2022, ISBN 9789811247514, pp. 1-588
2010 – 2019
- 2019
- [j26]Chanaka Edirisinghe, William T. Ziemba:
A boundary-point LP solution method and its application to dense linear programs. Int. J. Math. Oper. Res. 15(3): 310-337 (2019) - 2011
- [j25]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)
2000 – 2009
- 2009
- [j24]William T. Ziemba:
Use of stochastic and mathematical programming in portfolio theory and practice. Ann. Oper. Res. 166(1): 5-22 (2009) - [r2]John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba:
Operations Research and Financial Markets. Encyclopedia of Optimization 2009: 2696-2704 - [r1]John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba:
Portfolio Selection: Markowitz Mean-variance Model. Encyclopedia of Optimization 2009: 2990-2996 - 2008
- [j23]Yonggan Zhao, William T. Ziemba:
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control. Eur. J. Oper. Res. 185(3): 1525-1540 (2008) - [j22]Alois Geyer
, William T. Ziemba:
The Innovest Austrian Pension Fund Financial Planning Model InnoALM. Oper. Res. 56(4): 797-810 (2008) - [j21]José R. Rodríguez-Mancilla, William T. Ziemba:
The duality of option investment strategies for hedge funds. Math. Program. 113(1): 95-131 (2008) - 2005
- [p7]Horand I. Gassmann, Stein W. Wallace, William T. Ziemba:
1. Stochastic Programming Computer Implementations. Applications of Stochastic Programming 2005: 3-8 - [p6]Horand I. Gassmann, Sandra L. Schwartz, Stein W. Wallace, William T. Ziemba:
11. Introduction to Stochastic Programming Applications. Applications of Stochastic Programming 2005: 179-184 - [p5]Leonard C. MacLean, Yonggan Zhao, William T. Ziemba:
26. Wealth Goals Investing. Applications of Stochastic Programming 2005: 531-544 - [e2]Stein W. Wallace, William T. Ziemba:
Applications of Stochastic Programming. SIAM 2005, ISBN 978-0-89871-555-2 [contents] - 2003
- [j20]John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba:
Applying Operations Research Techniques to Financial Markets. Interfaces 33(2): 12-24 (2003) - [c1]Leonard C. MacLean, Yonggan Zhao, William T. Ziemba:
A process control approach to investment risk. CIFEr 2003: 265-270 - 2001
- [j19]Yonggan Zhao, William T. Ziemba:
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation. Math. Program. 89(2): 293-309 (2001)
1990 – 1999
- 1999
- [j18]Leonard C. MacLean, William T. Ziemba:
Growth versus security tradeoffs indynamic investment analysis. Ann. Oper. Res. 85: 193-225 (1999) - 1998
- [j17]David R. Cariño, William T. Ziemba:
Formulation of the Russell-Yasuda Kasai Financial Planning Model. Oper. Res. 46(4): 433-449 (1998) - [j16]David R. Cariño, David H. Myers, William T. Ziemba:
Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model. Oper. Res. 46(4): 450-462 (1998) - 1996
- [j15]N. C. P. Edirisinghe, William T. Ziemba:
Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Math. Program. 75: 295-325 (1996) - 1995
- [p4]Nils H. Hakansson, William T. Ziemba:
Chapter 3 Capital growth theory. Finance 1995: 65-86 - [p3]John M. Mulvey, William T. Ziemba:
Chapter 15 Asset and liability allocation in a global environment. Finance 1995: 435-463 - [p2]Donald B. Hausch, William T. Ziemba:
Chapter 18 Efficiency of sports and lottery betting markets. Finance 1995: 545-580 - [p1]Robert Jarrow, Vojislav Maksimovic, William T. Ziemba:
Preface. Finance 1995: v-xvii - [e1]Robert A. Jarrow, Vojislav Maksimovic, William T. Ziemba:
Finance. Handbooks in operations research and management science 9, Elsevier 1995, ISBN 978-0-444-89084-9 [contents] - 1994
- [j14]N. C. P. Edirisinghe, William T. Ziemba:
Bounds for Two-Stage Stochastic Programs with Fixed Recourse. Math. Oper. Res. 19(2): 292-313 (1994) - [j13]N. C. P. Edirisinghe, William T. Ziemba:
Bounding the Expectation of a Saddle Function with Application to Stochastic Programming. Math. Oper. Res. 19(2): 314-340 (1994) - 1993
- [j12]Yuming Li, William T. Ziemba:
Univariate and multivariate measures of risk aversion and risk premiums. Ann. Oper. Res. 45(1): 265-296 (1993) - 1992
- [j11]N. C. P. Edirisinghe, William T. Ziemba:
Tight Bounds for Stochastic Convex Programs. Oper. Res. 40(4): 660-677 (1992) - 1991
- [j10]Leonard C. MacLean, William T. Ziemba:
Growth-security profiles in capital accumulation under risk. Ann. Oper. Res. 31(1): 501-509 (1991)
1980 – 1989
- 1987
- [j9]Ross Clark, William T. Ziemba:
OR Practice - Playing the Turn-of-the-Year Effect with Index Futures. Oper. Res. 35(6): 799-813 (1987) - 1986
- [j8]M. I. Kusy, William T. Ziemba:
A Bank Asset and Liability Management Model. Oper. Res. 34(3): 356-376 (1986) - 1985
- [j7]Siegfried Schaible, William T. Ziemba:
Generalized concavity of a function in portfolio theory. Z. Oper. Research 29(5): 161-186 (1985) - 1981
- [j6]J. David Fuller, Sandra L. Schwartz, William T. Ziemba:
Is energy self sufficiency a realistic goal for Canada? Oper. Res. Lett. 1(1): 2-5 (1981)
1970 – 1979
- 1979
- [j5]R. Everitt, William T. Ziemba:
Two-Period Stochastic Programs with Simple Recourse. Oper. Res. 27(3): 485-502 (1979) - 1977
- [j4]C. C. Huang, Ilan Vertinsky, William T. Ziemba:
Sharp Bounds on the Value of Perfect Information. Oper. Res. 25(1): 128-139 (1977) - [j3]C. C. Huang, William T. Ziemba, Aharon Ben-Tal:
Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming. Oper. Res. 25(2): 315-325 (1977) - [j2]William T. Ziemba:
Errata. Oper. Res. 25(6): 1040 (1977) - 1970
- [j1]William T. Ziemba:
Computational Algorithms for Convex Stochastic Programs with Simple Recourse. Oper. Res. 18(3): 414-431 (1970)
Coauthor Index
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