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SPEPS » List of Authors » Ziemba, William T.

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Ziemba, William T.

14 Entries available
Volume 2003
Nr. 23
Kallio, Markku; Ziemba, William T.:
Arbitrage pricing simplified
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Volume 2003
Nr. 22
Zhao, Yonggan; Ziemba, William T.:
On Leland's option hedging strategy with transaction costs
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Volume 2003
Nr. 21
Ziemba, William T.:
Intertemporal mean-variance efficiency with a Markovian state price density
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Volume 2003
Nr. 20
Douglass, Julian; Wu, Owen; Ziemba, William T.:
Stock ownership decisions in DC pension plans
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Volume 2003
Nr. 19
Rodriguez-Mancilla, J.R.; Ziemba, William T.:
The duality of option investment strategies for hedge funds
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Volume 2002
Nr. 6
MacLean, Leonard C.; Sanegre, Rafael; Zhao, Yonggan; Ziemba, William T.:
Capital growth with security
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Volume 2000
Nr. 14
Ziemba, William T.:
Mean-variance versus expected utility in dynamic investment analysis
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Volume 2000
Nr. 13
Ziemba, William T.:
Determining risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control in the presence of trading frictions
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Volume 2000
Nr. 11
MacLean, Leonard C.; Ziemba, William T.; Li, Yuming:
Time to wealth goals in capital accumulation
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Volume 1999
Nr. 8
Zhao, Yonggan; Ziemba, William T.:
A Dynamic Asset Allocation Model with Downside Risk Control
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Volume 1999
Nr. 7
Rudolf, Markus; Ziemba, William T.:
Intertemporal Surplus Management
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Volume 1999
Nr. 6
Board, John; Sutcliffe, Charles; Ziemba, William T.:
The Application of Operations Research Techniques to Financial Markets
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Volume 1999
Nr. 5
Fleten, Stein-Erik; Wallace, Stein W.; Ziemba, William T.:
Hedging electricity portfolios via stochastic programming
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Volume 1999
Nr. 1
Zhao, Yonggan; Ziemba, William T.:
Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming
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