| Publication | Date of Publication | Type |
|---|
Selected works of William T Ziemba. A memorial volume. Edited by Leonard MacLean and Sébastien Lleo
World Scientific Series in Finance | 2024-09-10 | Paper |
Optimal capital growth with convex shortfall penalties
Quantitative Finance | 2021-07-16 | Paper |
A boundary-point LP solution method and its application to dense linear programs
International Journal of Mathematics in Operational Research | 2020-10-20 | Paper |
Stock market crashes. Predictable and unpredictable and what to do about them
World Scientific Series in Finance | 2019-04-16 | Paper |
Problems in portfolio theory and the fundamentals of financial decision making
World Scientific Series in Finance | 2019-04-16 | Paper |
Using the Kelly criterion for investing
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
Quantitative Finance | 2018-09-19 | Paper |
Currency returns, market regimes and behavioral biases
Annals of Finance | 2014-11-12 | Paper |
| Stochastic programming and optimization in horserace betting | 2014-05-19 | Paper |
An endogenous volatility approach to pricing and hedging call options with transaction costs
Quantitative Finance | 2014-02-20 | Paper |
Stock market crashes in 2007–2009: were we able to predict them?
Quantitative Finance | 2014-01-24 | Paper |
Mean-variance versus expected utility in dynamic investment analysis
Computational Management Science | 2011-06-22 | Paper |
Growth-security models and stochastic dominance
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
Operations Research | 2009-08-13 | Paper |
Use of stochastic and mathematical programming in portfolio theory and practice
Annals of Operations Research | 2009-06-25 | Paper |
Intertemporal surplus management
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Capital growth with security
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
The duality of option investment strategies for hedge funds
Mathematical Programming. Series A. Series B | 2008-03-12 | Paper |
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
European Journal of Operational Research | 2007-12-10 | Paper |
| scientific article; zbMATH DE number 5209874 (Why is no real title available?) | 2007-11-09 | Paper |
Time to wealth goals in capital accumulation
Quantitative Finance | 2006-03-08 | Paper |
| Stochastic programming computer implementations | 2006-02-20 | Paper |
| Wealth goals investing | 2006-02-20 | Paper |
| Introduction to stochastic programming applications | 2006-02-20 | Paper |
A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome
Mathematical Finance | 2004-10-28 | Paper |
| scientific article; zbMATH DE number 1984255 (Why is no real title available?) | 2003-09-22 | Paper |
| scientific article; zbMATH DE number 1836445 (Why is no real title available?) | 2003-04-24 | Paper |
Formulation of the Russell-Yasuda Kasai financial planning model
Operations Research | 2002-02-07 | Paper |
Concepts, technical issues, and uses of the Russell-Yasuda Kasai financial planning model
Operations Research | 2002-02-07 | Paper |
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation
Mathematical Programming. Series A. Series B | 2001-10-10 | Paper |
Efficiency concepts in capital accumulation models
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 2000-02-07 | Paper |
| scientific article; zbMATH DE number 1304962 (Why is no real title available?) | 1999-06-17 | Paper |
| scientific article; zbMATH DE number 1304941 (Why is no real title available?) | 1999-06-17 | Paper |
Growth versus security tradeoffs in dynamic investment analysis
Annals of Operations Research | 1999-05-27 | Paper |
| scientific article; zbMATH DE number 1304939 (Why is no real title available?) | 1998-01-01 | Paper |
Implementing bounds-based approximations in convex-concave two-stage stochastic programming
Mathematical Programming. Series A. Series B | 1997-08-07 | Paper |
| scientific article; zbMATH DE number 622005 (Why is no real title available?) | 1995-11-09 | Paper |
Bounds for Two-Stage Stochastic Programs with Fixed Recourse
Mathematics of Operations Research | 1994-08-21 | Paper |
Univariate and multivariate measures of risk aversion and risk premiums
Annals of Operations Research | 1994-01-26 | Paper |
Growth Versus Security in Dynamic Investment Analysis
Management Science | 1993-04-01 | Paper |
Tight Bounds for Stochastic Convex Programs
Operations Research | 1993-01-17 | Paper |
Growth-security profiles in capital accumulation under risk
Annals of Operations Research | 1992-06-25 | Paper |
Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion
Management Science | 1989-01-01 | Paper |
A tight upper bound for the expectation of a convex function of a multivariate random variable
Mathematical Programming Studies | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3930668 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3968253 (Why is no real title available?) | 1986-01-01 | Paper |
Generalized concavity of a function in portfolio theory
Zeitschrift für Operations Research | 1985-01-01 | Paper |
Bounds on the value of information in uncertain decision problems II
Stochastics | 1983-01-01 | Paper |
Three person Baccarat
Operations Research Letters | 1983-01-01 | Paper |
Comparison of Alternative Utility Functions in Portfolio Selection Problems
Management Science | 1983-01-01 | Paper |
Short Term Financial Planning under Uncertainty
Management Science | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3858866 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3848915 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3805219 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3720627 (Why is no real title available?) | 1980-01-01 | Paper |
The Demand for a Risky Asset
Management Science | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3698730 (Why is no real title available?) | 1980-01-01 | Paper |
Two-Period Stochastic Programs with Simple Recourse
Operations Research | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3545277 (Why is no real title available?) | 1976-01-01 | Paper |
Bounds on the value of information in uncertain decision problems
Stochastics | 1975-01-01 | Paper |
Calculation of Investment Portfolios with Risk Free Borrowing and Lending
Management Science | 1974-01-01 | Paper |
Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs
Management Science | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3423820 (Why is no real title available?) | 1971-01-01 | Paper |
Computational Algorithms for Convex Stochastic Programs with Simple Recourse
Operations Research | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3347885 (Why is no real title available?) | 1970-01-01 | Paper |
