The following pages link to William T. Ziemba (Q206449):
Displayed 16 items.
- Problems in Portfolio Theory and the Fundamentals of Financial Decision Making (Q4631642) (← links)
- Stock Market Crashes (Q4631645) (← links)
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 (Q4683078) (← links)
- Efficiency concepts in capital accumulation models (Q4719405) (← links)
- (Q4749549) (← links)
- (Q4782133) (← links)
- A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome (Q4825512) (← links)
- Optimal capital growth with convex shortfall penalties (Q5001113) (← links)
- An endogenous volatility approach to pricing and hedging call options with transaction costs (Q5397412) (← links)
- (Q5416129) (← links)
- (Q5425210) (← links)
- Computational Algorithms for Convex Stochastic Programs with Simple Recourse (Q5595964) (← links)
- (Q5623482) (← links)
- Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs (Q5629439) (← links)
- (Q5685866) (← links)
- A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation (Q5944955) (← links)