William T. Ziemba
Affiliations: | University of British Columbia, Vancouver, Vancouver, BC, Canada |
Area:
FinanceGoogle:
"William T Ziemba"Bio:
Parents
Sign in to add mentor| Willard Ira Zangwill | grad student | 1969 | UC Berkeley (Business Management Tree) | |
| (Essays on Stochastic Programming) | ||||
Children
Sign in to add trainee| Chanaka Edirisinghe | grad student | 1991 | UBC (E-Tree) |
| Yonggan Zhao | grad student | 2001 | UBC |
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Publications
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| Ziemba WT. (2020) William T. Ziemba's Contributions to Portfolio Theory and Practice Wilmott. 2020: 46-57 |
| Lleo S, Ziemba WT. (2019) Can Warren Buffett Forecast Equity Market Corrections European Journal of Finance. 25: 369-393 |
| Moffitt SD, Ziemba WT. (2019) A Risk Arbitrage Strategy for Lotteries Wilmott. 2019: 52-63 |
| Lleo S, Ziemba WT. (2018) Predicting Stock Market Crashes in China The Journal of Portfolio Management. 44: 125-135 |
| Dzhabarov C, Ziegler A, Ziemba WT. (2018) Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets Quantitative Finance. 18: 171-181 |
| Lleo S, Ziemba WT. (2017) A Tale of Two Indexes: Predicting Equity Market Downturns in China Lse Research Online Documents On Economics |
| Lleo S, Ziemba WT. (2017) Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models? Financial Markets, Institutions and Instruments. 26: 61-123 |
| Ziemba WT. (2016) An Approach to Financial Planning of Retirement Pensions with Scenario-Dependent Correlation Matrixes and Convex Risk Measures The Journal of Retirement. 4: 99-111 |
| MacLean LC, Zhao Y, Ziemba WT. (2016) Optimal capital growth with convex shortfall penalties Quantitative Finance. 16: 101-117 |
| Ziemba WT. (2015) A Response to Professor Paul A. Samuelson’s Objections to Kelly Capital Growth Investing The Journal of Portfolio Management. 42: 153-167 |