William T. Ziemba

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Person:206449

Available identifiers

zbMath Open ziemba.william-tMaRDI QIDQ206449

List of research outcomes

PublicationDate of PublicationType
Optimal capital growth with convex shortfall penalties2021-07-16Paper
A boundary-point LP solution method and its application to dense linear programs2020-10-20Paper
Problems in Portfolio Theory and the Fundamentals of Financial Decision Making2019-04-16Paper
Stock Market Crashes2019-04-16Paper
Using the Kelly Criterion for Investing2019-01-25Paper
Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 20132018-09-19Paper
Currency returns, market regimes and behavioral biases2014-11-12Paper
https://portal.mardi4nfdi.de/entity/Q54161292014-05-19Paper
An endogenous volatility approach to pricing and hedging call options with transaction costs2014-02-20Paper
Stock market crashes in 2007–2009: were we able to predict them?2014-01-24Paper
Mean-variance versus expected utility in dynamic investment analysis2011-06-22Paper
Growth–Security Models and Stochastic Dominance2011-05-31Paper
The Innovest Austrian Pension Fund Financial Planning Model InnoALM2009-08-13Paper
Use of stochastic and mathematical programming in portfolio theory and practice2009-06-25Paper
Capital growth with security2008-10-24Paper
Intertemporal surplus management2008-10-24Paper
The duality of option investment strategies for hedge funds2008-03-12Paper
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control2007-12-10Paper
https://portal.mardi4nfdi.de/entity/Q54252102007-11-09Paper
Time to wealth goals in capital accumulation2006-03-08Paper
https://portal.mardi4nfdi.de/entity/Q33722482006-02-20Paper
https://portal.mardi4nfdi.de/entity/Q33722612006-02-20Paper
https://portal.mardi4nfdi.de/entity/Q33722802006-02-20Paper
A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome2004-10-28Paper
https://portal.mardi4nfdi.de/entity/Q44286882003-09-22Paper
https://portal.mardi4nfdi.de/entity/Q47821332003-04-24Paper
Formulation of the Russell-Yasuda Kasai Financial Planning Model2002-02-07Paper
Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model2002-02-07Paper
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation2001-10-10Paper
Efficiency concepts in capital accumulation models2000-02-07Paper
https://portal.mardi4nfdi.de/entity/Q42518451999-06-17Paper
https://portal.mardi4nfdi.de/entity/Q42518811999-06-17Paper
Growth versus security tradeoffs in dynamic investment analysis1999-05-27Paper
https://portal.mardi4nfdi.de/entity/Q42518391998-01-01Paper
Implementing bounds-based approximations in convex-concave two-stage stochastic programming1997-08-07Paper
https://portal.mardi4nfdi.de/entity/Q43025911995-11-09Paper
Bounds for Two-Stage Stochastic Programs with Fixed Recourse1994-08-21Paper
Univariate and multivariate measures of risk aversion and risk premiums1994-01-26Paper
Growth Versus Security in Dynamic Investment Analysis1993-04-01Paper
Tight Bounds for Stochastic Convex Programs1993-01-17Paper
Growth-security profiles in capital accumulation under risk1992-06-25Paper
Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37035391986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37353861986-01-01Paper
A tight upper bound for the expectation of a convex function of a multivariate random variable1986-01-01Paper
Generalized concavity of a function in portfolio theory1985-01-01Paper
Three person Baccarat1983-01-01Paper
Bounds on the value of information in uncertain decision problems II1983-01-01Paper
Comparison of Alternative Utility Functions in Portfolio Selection Problems1983-01-01Paper
Short Term Financial Planning under Uncertainty1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33184671981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33282951981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47495491981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38920781980-01-01Paper
The Demand for a Risky Asset1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39102611980-01-01Paper
Two-Period Stochastic Programs with Simple Recourse1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41202181976-01-01Paper
Bounds on the value of information in uncertain decision problems1975-01-01Paper
Calculation of Investment Portfolios with Risk Free Borrowing and Lending1974-01-01Paper
Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56858661971-01-01Paper
Computational Algorithms for Convex Stochastic Programs with Simple Recourse1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56234821970-01-01Paper

Research outcomes over time


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