Statistics
Publications
5
Citations
130
H-Index
5
Active since
1982
Affiliations
University of Warsaw(Current)
Leszek Zaremba is an author at University of Warsaw specializing in yield curve risk, constraints, and continuous-time dynamic games.
Publications per year
1982–2000
5
5
Optimal portfolio choice under a liability constraint
Leszek Zaremba, W. Smoleński · Annals of Operations Research · 2000 · 81 citations
New Formulas for Immunizing Durations
Grzegorz Rządkowski, Leszek Zaremba · The Journal of Derivatives · 2000 · 16 citations
Business, Finance, Risk Management +11
On a geometric property of perfect graphs
Leszek Zaremba, Szczepan Perz · COMBINATORICA · 1982 · 13 citations
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