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D-Index & Metrics

Economics and Finance

D-Index
56
Citations
15116
World Ranking
999
National Ranking
23

Overview

William T. Ziemba was affiliated with the University of British Columbia in Canada. Their research primarily focused on Economics, Econometrics and Finance, with additional contributions in Business, Management and Accounting, as well as Decision Sciences.

The scientist's work encompassed several subfields, including Economics and Econometrics, Finance, Management Science and Operations Research, Biomedical Engineering, and Orthopedics and Sports Medicine. The main topics covered in their research included Sports Analytics and Performance, Financial Markets and Investment Strategies, Stock Market Forecasting Methods, Sports Dynamics and Biomechanics, Complex Systems and Time Series Analysis, Sports Performance and Training, and Gambling Behavior and Treatments.

William T. Ziemba published numerous papers in various venues. Some of their recent works were:

  • The COVID-19 Crash in the US Stock Market, 2020, SSRN Electronic Journal
  • Parimutuel Betting Markets: Racetracks and Lotteries Revisited, 2021, SSRN Electronic Journal
  • Pari-Mutuel Betting Markets: Racetracks and Lotteries Revisited, 2023, Annual Review of Financial Economics

They often collaborated with several co-authors, including Leonard C. MacLean, Sébastien Lleo, Jessica Li, John B. Guerard, and Mikhail Zhitlukhin. This group contributed significantly to the breadth of research output.

William T. Ziemba also contributed to book publications. Two titles published by World Scientific were "Handbook of Applied Investment Research" (2020) and "Sports Analytics" (2021).

Their scholarly articles regularly appeared in prominent venues such as:

  • SSRN Electronic Journal
  • The Journal of Prediction Markets
  • The Journal of Portfolio Management
  • World Scientific series in finance
  • World Scientific handbook in financial economic series

Research topics across their publication record frequently addressed advanced analyses of financial markets, stock market forecasting, and methodologies related to sports and betting markets. Their interdisciplinary pursuits connected areas of financial economics with practical analytics applications in sports and gambling behavior.

Best Publications

  • Growth-optimal investments and numeraire portfolios under transactions costs

    Igor V. Evstigneev;Wael Bahsoun;Michael I. Taksar;L.C. MacLean

  • The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice

    Vijay K. Chopra;William T. Ziemba

  • The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice

    Vijay Kumar. Chopra;William T. Ziemba

  • Anomalies Parimutuel Betting Markets: Racetracks and Lotteries

    Richard Thaler;William T. Ziemba

  • Anomalies: Parimutuel Betting Markets: Racetracks and Lotteries

    Richard H. Thaler;William T. Ziemba

  • Worldwide asset and liability modeling

    W. T. Ziemba;J. M. Mulvey

  • The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming

    David R. Cariño;Terry Kent;David H. Myers;Celine Stacy

  • Generalized Concavity in Optimization and Economics

    William T. Ziemba;Siegfried Schaible

  • A bank asset and liability management model

    M I Kusy;W T Ziemba

  • EFFICIENCY OF THE MARKET FOR RACETRACK BETTING

    Donald B. Hausch;William T. Ziemba;Mark Rubinstein

  • Efficiency of the Market for Racetrack Betting

    Donald B. Hausch;William T. Ziemba;Mark Rubinstein

  • Formulation of the Russell-Yasuda Kasai Financial Planning Model

    David R. Carino;William T. Ziemba

  • Comparison of Alternative Utility Functions in Portfolio Selection Problems

    J. G. Kallberg;W. T. Ziemba

  • The Kelly capital growth investment criterion : theory and practice

    Leonard C MacLean;Edward O Thorp;William T Ziemba

  • Incentives and risk taking in hedge funds.

    Roy Kouwenberg;William T. Ziemba

  • Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model

    David R. Carino;David H. Myers;William T. Ziemba

  • Stochastic optimization models in finance

    William T Ziemba;Raymond G Vickson

  • Growth versus security in dynamic investment analysis

    Unknown

  • Hedging electricity portfolios via stochastic programming

    Stein-Erik Fleten;Stein W. Wallace;William T. Ziemba

  • United States Investment Returns during Democratic and Republican Administrations, 1928–1993

    Chris R. Hensel;William T. Ziemba

  • Land and Stock Prices in Japan

    Douglas Stone;William T. Ziemba

  • The Innovest Austrian Pension Fund Financial Planning Model InnoALM

    Alois Geyer;William T. Ziemba

  • Short Term Financial Planning under Uncertainty

    J. G. Kallberg;R. W. White;W. T. Ziemba

  • Intertemporal surplus management

    Markus Rudolf;William T. Ziemba

Frequent Co-Authors

Stavros A. Zenios
Stavros A. Zenios University of Cyprus
Stein W. Wallace
Stein W. Wallace Norwegian School of Economics
Orley Ashenfelter
Orley Ashenfelter Princeton University
Thorsten Hens
Thorsten Hens University of Zurich
Richard H. Thaler
Richard H. Thaler University of Chicago
Kenneth J. Arrow
Kenneth J. Arrow Stanford University
Donald B. Keim
Donald B. Keim University of Pennsylvania
Brad R. Humphreys
Brad R. Humphreys West Virginia University

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