Zobrazeno 1 - 10
of 467
pro vyhledávání: '"William T. Ziemba"'
Autor:
William T. Ziemba
Publikováno v:
Borsa Istanbul Review, Vol 20, Iss 4, Pp 301-306 (2020)
This paper categorizes investors into five groups. They are: efficient markets, risk premium, genius superior traders, rejectors of efficient market theory and those who use research to make superior risk adjusted returns. Successful investment invol
Externí odkaz:
https://doaj.org/article/719e5f85d30b43a9bde1232c0c008038
Autor:
Sebastien Lleo, William T. Ziemba
Publikováno v:
International Journal of Financial Studies, Vol 3, Iss 3, Pp 351-380 (2015)
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 ar
Externí odkaz:
https://doaj.org/article/f31dd999aa174d4ebe1528fc1f7e344b
Autor:
Rachel E S Ziemba, William T Ziemba
This book discusses many key topics in investment and risk management, the global economic situation and the shift in global investment strategies. It was largely written during the period of 2007-12, one of the most tumultuous times in global financ
Autor:
Leonard C Maclean, William T Ziemba
This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part I
Autor:
William T Ziemba
This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go a
Autor:
Horand I Gassmann, William T Ziemba
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were pres
This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long run wealth of the investor by maximizing the period by period expected utility of wealth
Autor:
William T Ziemba, Raymond G Vickson
A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literatur
Autor:
Leonard C. MacLean, William T. Ziemba
Publikováno v:
Sports Analytics. :551-570
Autor:
Leonard C. MacLean, William T. Ziemba
Publikováno v:
Sports Analytics. :i-xv