William T. Ziemba

39 papers Journal 26Unranked 1
YearRankTypeTitle / Venue / Authors
2022 — book
Sports Analytics
Leonard C. MacLean, William T. Ziemba
2019 J jnl
A boundary-point LP solution method and its application to dense linear programs.
Int. J. Math. Oper. Res.
Chanaka Edirisinghe, William T. Ziemba
2011 J jnl
Mean-variance versus expected utility in dynamic investment analysis.
Comput. Manag. Sci.
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
2009 — ch.
Operations Research and Financial Markets.
Encyclopedia of Optimization
John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba
2009 — ch.
Portfolio Selection: Markowitz Mean-variance Model.
Encyclopedia of Optimization
John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba
2009 J jnl
Use of stochastic and mathematical programming in portfolio theory and practice.
Ann. Oper. Res.
William T. Ziemba
2008 J jnl
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control.
Eur. J. Oper. Res.
Yonggan Zhao, William T. Ziemba
2008 J jnl
The Innovest Austrian Pension Fund Financial Planning Model InnoALM.
Oper. Res.
Alois Geyer, William T. Ziemba
2008 J jnl
The duality of option investment strategies for hedge funds.
Math. Program.
José R. Rodríguez-Mancilla, William T. Ziemba
2005 — ch.
1. Stochastic Programming Computer Implementations.
Applications of Stochastic Programming
Horand I. Gassmann, Stein W. Wallace, William T. Ziemba
2005 — ch.
11. Introduction to Stochastic Programming Applications.
Applications of Stochastic Programming
Horand I. Gassmann, Sandra L. Schwartz, Stein W. Wallace, William T. Ziemba
2005 — ch.
26. Wealth Goals Investing.
Applications of Stochastic Programming
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
2005 — book
Applications of Stochastic Programming
Stein W. Wallace, William T. Ziemba
2003 — conf
A process control approach to investment risk.
CIFEr
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
2003 J jnl
Applying Operations Research Techniques to Financial Markets.
Interfaces
John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba
2001 J jnl
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation.
Math. Program.
Yonggan Zhao, William T. Ziemba
1999 J jnl
Growth versus security tradeoffs indynamic investment analysis.
Ann. Oper. Res.
Leonard C. MacLean, William T. Ziemba
1998 J jnl
Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model.
Oper. Res.
David R. Cariño, David H. Myers, William T. Ziemba
1998 J jnl
Formulation of the Russell-Yasuda Kasai Financial Planning Model.
Oper. Res.
David R. Cariño, William T. Ziemba
1996 J jnl
Implementing bounds-based approximations in convex-concave two-stage stochastic programming.
Math. Program.
N. C. P. Edirisinghe, William T. Ziemba
1995 — ch.
Chapter 15 Asset and liability allocation in a global environment.
Finance
John M. Mulvey, William T. Ziemba
1995 — ch.
Chapter 18 Efficiency of sports and lottery betting markets.
Finance
Donald B. Hausch, William T. Ziemba
1995 — ch.
Chapter 3 Capital growth theory.
Finance
Nils H. Hakansson, William T. Ziemba
1995 — book
Finance
Robert A. Jarrow, Vojislav Maksimovic, William T. Ziemba
1995 — ch.
Preface.
Finance
Robert Jarrow, Vojislav Maksimovic, William T. Ziemba
1994 J jnl
Bounding the Expectation of a Saddle Function with Application to Stochastic Programming.
Math. Oper. Res.
N. C. P. Edirisinghe, William T. Ziemba
1994 J jnl
Bounds for Two-Stage Stochastic Programs with Fixed Recourse.
Math. Oper. Res.
N. C. P. Edirisinghe, William T. Ziemba
1993 J jnl
Univariate and multivariate measures of risk aversion and risk premiums.
Ann. Oper. Res.
Yuming Li, William T. Ziemba
1992 J jnl
Tight Bounds for Stochastic Convex Programs.
Oper. Res.
N. C. P. Edirisinghe, William T. Ziemba
1991 J jnl
Growth-security profiles in capital accumulation under risk.
Ann. Oper. Res.
Leonard C. MacLean, William T. Ziemba
1987 J jnl
OR Practice - Playing the Turn-of-the-Year Effect with Index Futures.
Oper. Res.
Ross Clark, William T. Ziemba
1986 J jnl
A Bank Asset and Liability Management Model.
Oper. Res.
M. I. Kusy, William T. Ziemba
1985 J jnl
Generalized concavity of a function in portfolio theory.
Z. Oper. Research
Siegfried Schaible, William T. Ziemba
1981 J jnl
Is energy self sufficiency a realistic goal for Canada?
Oper. Res. Lett.
J. David Fuller, Sandra L. Schwartz, William T. Ziemba
1979 J jnl
Two-Period Stochastic Programs with Simple Recourse.
Oper. Res.
R. Everitt, William T. Ziemba
1977 J jnl
Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming.
Oper. Res.
C. C. Huang, William T. Ziemba, Aharon Ben-Tal
1977 J jnl
Errata.
Oper. Res.
William T. Ziemba
1977 J jnl
Sharp Bounds on the Value of Perfect Information.
Oper. Res.
C. C. Huang, Ilan Vertinsky, William T. Ziemba
1970 J jnl
Computational Algorithms for Convex Stochastic Programs with Simple Recourse.
Oper. Res.
William T. Ziemba