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24th December 2015, 04:08 PM
Super Moderator
 
Join Date: May 2012
Re: Ziemba Capital Management

William T Ziemba Investments Inc. WTZIMI operates a wide-range of sophisticated strategies based on decades of financial innovation by world-renowned investment manager, mathematician and finance professor, Dr. William Ziemba.

Professional Services


Professional Services WTZIMI provides professional consulting services, education and training on a wide range of topics including, but not limited to:

Asset and Liability Management
Financial Modelling
Security Market Imperfections
Dynamic Portfolio Theory and Practice
Japanese Financial Markets
Applied Stochastic Programming

Books-

This is a short list of recent and relevant books published by Dr. Ziemba.

MacLean, L.C., E. O. Thorp, Ziemba, W.T., Eds., The Kelly Capital Growth Criterion: Theory and Practice, World Scientific, forthcoming, 2009.
Bertocchi, M., Schwartz, S.L., Ziemba, W.T., Optimizing the Aging, Retirement and Pensions Dilemma, Wiley, forthcoming, 2009.
Ziemba, R.E.S. and Ziemba, W.T., Scenarios for Risk Management and Global Investment Strategies, Wiley, in press, 2007
Zenios, S.A., Ziemba, W.T., Eds, Handbook of Asset and Liability Modeling, North Holland. Volume 1: Theory and Methodology, 2006, pages 1-487. Volume 2: Applications and Case Studies, June 2007, pages 489-1147.
Ziemba, W.T., Vickson, R.G., Eds., Stochastic Optimization Models in Finance, Academic Press, July 1975, 744 pages (388 pages reprinted and 356 pages new). 2nd edition with new preface, World Scientific, Singapore, 2006.
Keim, D.B., Ziemba, W.T., Eds., Security Market Imperfections in World Wide Equity Markets, Cambridge University Press, 2000, 531 pages.


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