William T. Ziemba

University of Bergamo — Italy

Economics, Econometrics and Finance · Social Sciences

47h-index10.3kcitations542works0.62yr avg
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Research Topics

Financial Markets and Investment Strategies(141), Stochastic processes and financial applications(73), Risk and Portfolio Optimization(71), Sports Analytics and Performance(71), Economic theories and models(71)

Publications542 total

Stock market crashes in 2007–2009: were we able to predict them?
World Scientific series in finance·2024
Time to wealth goals in capital accumulation
World Scientific series in finance·2024· 1 cited
PORTFOLIO SELECTION IN A LOGNORMAL MARKET WHEN THE INVESTOR HAS A POWER UTILITY FUNCTION
World Scientific series in finance·2024· 1 cited
FORMULATION OF THE RUSSELL-YASUDA KASAI FINANCIAL PLANNING MODEL
World Scientific series in finance·2024· 3 cited
A DYNAMIC INVESTMENT MODEL WITH CONTROL ON THE PORTFOLIO’S WORST CASE OUTCOME
World Scientific series in finance·2024
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
World Scientific series in finance·2024
The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE
World Scientific series in finance·2024
Arbitrage Strategies for Cross-Track Betting on Major Horse Races
World Scientific series in finance·2024
EFFICIENCY OF THE MARKET FOR RACETRACK BETTING
World Scientific series in finance·2024
Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
World Scientific series in finance·2024
BOUNDS FOR TWO-STAGE STOCHASTIC PROGRAMS WITH FIXED RECOURSE
World Scientific series in finance·2024
SOLVING NONLINEAR PROGRAMMING PROBLEMS WITH STOCHASTIC OBJECTIVE FUNCTIONS
World Scientific series in finance·2024
Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria
World Scientific series in finance·2024
CONCEPTS, TECHNICAL ISSUES, AND USES OF THE RUSSELL-YASUDA KASAI FINANCIAL PLANNING MODEL
World Scientific series in finance·2024· 3 cited
Do Factor Models Explain Breaks in the Distribution of Equity Returns?
The Journal of Portfolio Management·2023· 2 cited
Pari-Mutuel Betting Markets: Racetracks and Lotteries Revisited
Annual Review of Financial Economics·2023· 3 citedOpen Access
Crash Prediction Using Fundamental Variables: Evidence from Mainland China
The Journal of Prediction Markets·2023
Online Appendix for Changepoint Detection in the Cross-Section of Stock Returns A Tutorial on Changepoint Detection Methodologies
SSRN Electronic Journal·2023Open Access
Changepoint Detection in the Cross-Section of Stock Returns
SSRN Electronic Journal·2023· 2 citedOpen Access
Online Appendix for "Crash Prediction Using Fundamental Variables: Evidence From Mainland China"
SSRN Electronic Journal·2023Open Access
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Frequent Co-authors

Leonard C. MacLean(8), Donald B. Hausch(4), David R. Cariño(3), Jarl G. Kallberg(3), Edward O. Thorp(3), David Hobson Myers(2), Roy Kouwenberg(2), Chris R. Hensel(2), Stein W. Wallace(2), Chong Huang(2), Vijay K. Chopra(1), Siegfried Schaible(1), Richard H. Thaler(1), John M. Mulvey(1), Terry Kent(1), Celine Stacy(1), Mike Sylvanus(1), Andrew L. Turner(1), Kouji Watanabe(1), Martin Kusý(1)