The following pages link to William T. Ziemba (Q206449):
Displayed 50 items.
- Currency returns, market regimes and behavioral biases (Q470660) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Three person Baccarat (Q593995) (← links)
- Capital growth with security (Q951507) (← links)
- Intertemporal surplus management (Q951511) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- Item:Q206449 (redirect page) (← links)
- Growth-security profiles in capital accumulation under risk (Q1176863) (← links)
- Growth versus security tradeoffs in dynamic investment analysis (Q1289302) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431) (← links)
- Item:Q206449 (redirect page) (← links)
- A boundary-point LP solution method and its application to dense linear programs (Q2205093) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- The duality of option investment strategies for hedge funds (Q2476989) (← links)
- Formulation of the Russell-Yasuda Kasai Financial Planning Model (Q2770090) (← links)
- Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model (Q2770092) (← links)
- Stock market crashes in 2007–2009: were we able to predict them? (Q2873541) (← links)
- Growth–Security Models and Stochastic Dominance (Q3001280) (← links)
- Bounds on the value of information in uncertain decision problems II (Q3038976) (← links)
- Comparison of Alternative Utility Functions in Portfolio Selection Problems (Q3040871) (← links)
- (Q3318467) (← links)
- (Q3328295) (← links)
- (Q3372248) (← links)
- (Q3372261) (← links)
- (Q3372280) (← links)
- Time to wealth goals in capital accumulation (Q3375375) (← links)
- The Innovest Austrian Pension Fund Financial Planning Model InnoALM (Q3392209) (← links)
- Generalized concavity of a function in portfolio theory (Q3691360) (← links)
- (Q3703539) (← links)
- (Q3735386) (← links)
- A tight upper bound for the expectation of a convex function of a multivariate random variable (Q3739949) (← links)
- Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (Q3824062) (← links)
- (Q3892078) (← links)
- The Demand for a Risky Asset (Q3893603) (← links)
- (Q3910261) (← links)
- Short Term Financial Planning under Uncertainty (Q3941178) (← links)
- Tight Bounds for Stochastic Convex Programs (Q4022924) (← links)
- Growth Versus Security in Dynamic Investment Analysis (Q4032486) (← links)
- Calculation of Investment Portfolios with Risk Free Borrowing and Lending (Q4047324) (← links)
- Bounds on the value of information in uncertain decision problems (Q4072630) (← links)
- (Q4120218) (← links)
- Two-Period Stochastic Programs with Simple Recourse (Q4194740) (← links)
- (Q4251839) (← links)
- (Q4251845) (← links)
- (Q4251881) (← links)
- Bounds for Two-Stage Stochastic Programs with Fixed Recourse (Q4302590) (← links)
- (Q4302591) (← links)
- (Q4428688) (← links)
- Using the Kelly Criterion for Investing (Q4613808) (← links)