William T. Ziemba - Concepedia

Author

William T. Ziemba

Also Known As

Daniel Bernouilli, Nils Cover, Sandra L. Schwartz, W T Ziemba, W. T ZIEMBA, W. T. ZIEMBA, W. T. Ziemba, W. Ziemba, W.T Ziemba, W.T. Ziemba

542

Publications

10.3K

Citations

H-Index

151

Concepts

All Affiliations

University of British Columbia Dalhousie University Nanyang Technological University Massachusetts Institute of Technology ICMA Centre

About

William T. Ziemba is an author at University of British Columbia specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	32	61	5.7K
2	Engineering	17	20	1.3K
3	Arts	1	1	19
4	Education	1	1	19
5	Language Studies	1	1	10

William T. Ziemba

Publications

6.9K

Citations

H-Index

Page 1

	Year	Citations
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice Vijay K. Chopra, William T. Ziemba The Journal of Portfolio Management Large DeviationsOptimal Portfolio ChoiceMean-variance AnalysisPortfolio ManagementStatistical Averaging	1993	1.2K
Anomalies: Parimutuel Betting Markets: Racetracks and Lotteries Richard H. Thaler, William T. Ziemba The Journal of Economic Perspectives Empirical FinanceMarket DesignExperimental FinanceAsset PricingBehavioral Finance	1988	623
The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming David R. Cariño, Terry Kent, David Hobson Myers, INFORMS Journal on Applied Analytics Financial Risk ManagementAsset AllocationAsset/liability ModelFrank Russell CompanyOptimal Investment Strategy	1994	363
A Bank Asset and Liability Management Model Martin Kusý, William T. Ziemba Operations Research Mathematical ProgrammingEngineeringDeterministic ModelOperations ResearchFinancial Mathematics	1986	319
Efficiency of the Market for Racetrack Betting Donald B. Hausch, William T. Ziemba, Mark Rubinstein Management Science Game TheoryMany Racetrack BettorsMarket DesignExperimental EconomicsEconomic Analysis	1981	244
Formulation of the Russell-Yasuda Kasai Financial Planning Model David R. Cariño, William T. Ziemba Operations Research EconomicsQuantitative ManagementPortfolio OptimizationAsset PricingInfinite Horizon	1998	205
Comparison of Alternative Utility Functions in Portfolio Selection Problems Jarl G. Kallberg, William T. Ziemba Management Science Mathematical ProgrammingEngineeringAlternative Utility FunctionsGlobal Risk AversionPortfolio Choice	1983	204
Growth Versus Security in Dynamic Investment Analysis Leonard C. MacLean, William T. Ziemba, George Blazenko Management Science Game TheoryOptimal Dynamic ChoiceDiscrete TimeFinancial MathematicsComputational Finance	1992	178
Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model David R. Cariño, David Hobson Myers, William T. Ziemba Operations Research Mathematical ProgrammingUncertain ParametersFinancial MathematicsOperations ResearchComputational Finance	1998	171
Incentives and risk taking in hedge funds Roy Kouwenberg, William T. Ziemba Journal of Banking & Finance Financial EconomicsFinancial Risk ManagementFund ManagementHedge FundBusiness	2007	159

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