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Solving nonlinear programming problems with stochastic objective functions

Ziemba, William T. - In: Journal of financial and quantitative analysis : JFQA 7 (1972) 3, pp. 1809-1827

Persistent link: https://www.econbiz.de/10003028959

Transforming stochastic dynamic programming problems into nonlinear programs

Ziemba, William T. - In: Management science : journal of the Institute of … 17 (1971) 7, pp. 450-462

Persistent link: https://www.econbiz.de/10003028962

Japanese security market regularities : monthly, turn-of-the-month and year, holiday and golden week effects

Ziemba, William T. - In: Japan and the world economy : international journal of … 3 (1991) 2, pp. 119-146

Persistent link: https://www.econbiz.de/10001112252

Calendar anomalies and arbitrage

Ziemba, William T. - 2012

Persistent link: https://www.econbiz.de/10009633981

Portfolio optimization : theory and practical implementation

Ziemba, William T. - In: Handbook of research methods and applications in …, (pp. 45-72). 2013

Persistent link: https://www.econbiz.de/10011897353

Exotic betting at the racetrack

Ziemba, William T. - 2019

Persistent link: https://www.econbiz.de/10011995790

Pari-mutuel betting markets : racetracks and lotteries revisited

Ziemba, William T. - In: Annual review of financial economics 15 (2023), pp. 641-662

Persistent link: https://www.econbiz.de/10014427163

A Risk Arbitrage Strategy for Lotteries

Moffitt, Steven D.; Ziemba, William T. - In: Wilmott 2019 (2019) 100, pp. 52-63

Persistent link: https://www.econbiz.de/10012274249

Does It Pay to Buy the Pot in the Canadian 6/49 Lotto? Implications for Lottery Design

Moffitt, Steven D.; Ziemba, William T. - In: Wilmott 2019 (2019) 101, pp. 42-53

Persistent link: https://www.econbiz.de/10012274260

The Swiss black swan bad scenario: Is Switzerland another casualty of the Eurozone crisis?

Lleo, Sebastien; Ziemba, William T. - In: International Journal of Financial Studies 3 (2015) 3, pp. 351-380

Financial disasters to hedge funds, bank trading departments and individual speculative traders and investors seem to always occur because of non-diversification in all possible scenarios, being overbet and being hit by a bad scenario. Black swans are the worst type of bad scenario: unexpected...

Persistent link: https://www.econbiz.de/10011708987