William T. Ziemba

Publication Activity (10 Years)

Years Active: 1970-2019
Publications (10 Years): 1

Top Topics

Mathematical Model

Optimal Solution

Top Venues

Int. J. Math. Oper. Res.

Publications

Chanaka Edirisinghe, William T. Ziemba
A boundary-point LP solution method and its application to dense linear programs. Int. J. Math. Oper. Res. 15 (3) (2019)
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
Mean-variance versus expected utility in dynamic investment analysis. Comput. Manag. Sci. 8 (1-2) (2011)
William T. Ziemba
Use of stochastic and mathematical programming in portfolio theory and practice. Ann. Oper. Res. 166 (1) (2009)
Alois Geyer, William T. Ziemba
The Innovest Austrian Pension Fund Financial Planning Model InnoALM. Oper. Res. 56 (4) (2008)
Yonggan Zhao, William T. Ziemba
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control. Eur. J. Oper. Res. 185 (3) (2008)
José R. Rodríguez-Mancilla, William T. Ziemba
The duality of option investment strategies for hedge funds. Math. Program. 113 (1) (2008)
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
A process control approach to investment risk. CIFEr (2003)
John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba
Applying Operations Research Techniques to Financial Markets. Interfaces 33 (2) (2003)
Yonggan Zhao, William T. Ziemba
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation. Math. Program. 89 (2) (2001)
Leonard C. MacLean, William T. Ziemba
Growth versus security tradeoffs indynamic investment analysis. Ann. Oper. Res. 85 (1999)
David R. Cariño, William T. Ziemba
Formulation of the Russell-Yasuda Kasai Financial Planning Model. Oper. Res. 46 (4) (1998)
David R. Cariño, David H. Myers, William T. Ziemba
Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model. Oper. Res. 46 (4) (1998)
N. C. P. Edirisinghe, William T. Ziemba
Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Math. Program. 75 (1996)
N. C. P. Edirisinghe, William T. Ziemba
Bounding the Expectation of a Saddle Function with Application to Stochastic Programming. Math. Oper. Res. 19 (2) (1994)
N. C. P. Edirisinghe, William T. Ziemba
Bounds for Two-Stage Stochastic Programs with Fixed Recourse. Math. Oper. Res. 19 (2) (1994)
Yuming Li, William T. Ziemba
Univariate and multivariate measures of risk aversion and risk premiums. Ann. Oper. Res. 45 (1) (1993)
N. C. P. Edirisinghe, William T. Ziemba
Tight Bounds for Stochastic Convex Programs. Oper. Res. 40 (4) (1992)
Leonard C. MacLean, William T. Ziemba
Growth-security profiles in capital accumulation under risk. Ann. Oper. Res. 31 (1) (1991)
Ross Clark, William T. Ziemba
OR Practice - Playing the Turn-of-the-Year Effect with Index Futures. Oper. Res. 35 (6) (1987)
M. I. Kusy, William T. Ziemba
A Bank Asset and Liability Management Model. Oper. Res. 34 (3) (1986)
Siegfried Schaible, William T. Ziemba
Generalized concavity of a function in portfolio theory. Z. Oper. Research 29 (5) (1985)
J. D. Fuller, Sandra L. Schwartz, William T. Ziemba
Is energy self sufficiency a realistic goal for Canada? Oper. Res. Lett. 1 (1) (1981)
R. Everitt, William T. Ziemba
Two-Period Stochastic Programs with Simple Recourse. Oper. Res. 27 (3) (1979)
C. C. Huang, William T. Ziemba, Aharon Ben-Tal
Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming. Oper. Res. 25 (2) (1977)
C. C. Huang, Ilan Vertinsky, William T. Ziemba
Sharp Bounds on the Value of Perfect Information. Oper. Res. 25 (1) (1977)
William T. Ziemba
Errata. Oper. Res. 25 (6) (1977)
William T. Ziemba
Computational Algorithms for Convex Stochastic Programs with Simple Recourse. Oper. Res. 18 (3) (1970)