William T. Ziemba

According to our database, William T. Ziemba authored at least 37 papers between 1970 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Sports Analytics

Leonard C. MacLean, William T. Ziemba

World Scientific Series in Finance 18, WorldScientific, ISBN: 9789811250224, 2022

2019

A boundary-point LP solution method and its application to dense linear programs.

Chanaka Edirisinghe, William T. Ziemba

Int. J. Math. Oper. Res., 2019

2011

Mean-variance versus expected utility in dynamic investment analysis.

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

Comput. Manag. Sci., 2011

2009

Portfolio Selection: Markowitz Mean-variance Model.

John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Operations Research and Financial Markets.

John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Use of stochastic and mathematical programming in portfolio theory and practice.

William T. Ziemba

Ann. Oper. Res., 2009

2008

The duality of option investment strategies for hedge funds.

José R. Rodríguez-Mancilla, William T. Ziemba

Math. Program., 2008

The Innovest Austrian Pension Fund Financial Planning Model InnoALM.

Alois Geyer, William T. Ziemba

Oper. Res., 2008

Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control.

Yonggan Zhao, William T. Ziemba

Eur. J. Oper. Res., 2008

2005

26. Wealth Goals Investing.

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

Proceedings of the Applications of Stochastic Programming, 2005

1. Stochastic Programming Computer Implementations.

Horand I. Gassmann, Stein W. Wallace, William T. Ziemba

Proceedings of the Applications of Stochastic Programming, 2005

11. Introduction to Stochastic Programming Applications.

Horand I. Gassmann, Sandra L. Schwartz, Stein W. Wallace, William T. Ziemba

Proceedings of the Applications of Stochastic Programming, 2005

2003

Applying Operations Research Techniques to Financial Markets.

John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba

Interfaces, 2003

A process control approach to investment risk.

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2001

A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation.

Yonggan Zhao, William T. Ziemba

Math. Program., 2001

1999

Growth versus security tradeoffs indynamic investment analysis.

Leonard C. MacLean, William T. Ziemba

Ann. Oper. Res., 1999

1998

Formulation of the Russell-Yasuda Kasai Financial Planning Model.

David R. Cariño, William T. Ziemba

Oper. Res., 1998

Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model.

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

Oper. Res., 1998

1996

Implementing bounds-based approximations in convex-concave two-stage stochastic programming.

N. C. P. Edirisinghe, William T. Ziemba

Math. Program., 1996

1995

Chapter 15 Asset and liability allocation in a global environment.

John M. Mulvey, William T. Ziemba

Proceedings of the Finance, 1995

Preface.

Robert Jarrow, Vojislav Maksimovic, William T. Ziemba

Proceedings of the Finance, 1995

Chapter 18 Efficiency of sports and lottery betting markets.

Donald B. Hausch, William T. Ziemba

Proceedings of the Finance, 1995

Chapter 3 Capital growth theory.

Nils H. Hakansson, William T. Ziemba

Proceedings of the Finance, 1995

1994

Bounding the Expectation of a Saddle Function with Application to Stochastic Programming.

N. C. P. Edirisinghe, William T. Ziemba

Math. Oper. Res., 1994

Bounds for Two-Stage Stochastic Programs with Fixed Recourse.

N. C. P. Edirisinghe, William T. Ziemba

Math. Oper. Res., 1994

1993

Univariate and multivariate measures of risk aversion and risk premiums.

Yuming Li, William T. Ziemba

Ann. Oper. Res., 1993

1992

Tight Bounds for Stochastic Convex Programs.

N. C. P. Edirisinghe, William T. Ziemba

Oper. Res., 1992

1991

Growth-security profiles in capital accumulation under risk.

Leonard C. MacLean, William T. Ziemba

Ann. Oper. Res., 1991

1987

OR Practice - Playing the Turn-of-the-Year Effect with Index Futures.

Ross Clark, William T. Ziemba

Oper. Res., 1987

1986

A Bank Asset and Liability Management Model.

M. I. Kusy, William T. Ziemba

Oper. Res., 1986

1985

Generalized concavity of a function in portfolio theory.

Siegfried Schaible, William T. Ziemba

Z. Oper. Research, 1985

1981

Is energy self sufficiency a realistic goal for Canada?

J. David Fuller, Sandra L. Schwartz, William T. Ziemba

Oper. Res. Lett., 1981

1979

Two-Period Stochastic Programs with Simple Recourse.

R. Everitt, William T. Ziemba

Oper. Res., 1979

1977

Errata.

William T. Ziemba

Oper. Res., 1977

Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming.

C. C. Huang, William T. Ziemba, Aharon Ben-Tal

Oper. Res., 1977

Sharp Bounds on the Value of Perfect Information.

C. C. Huang, Ilan Vertinsky, William T. Ziemba

Oper. Res., 1977

1970

Computational Algorithms for Convex Stochastic Programs with Simple Recourse.

William T. Ziemba

Oper. Res., 1970