William T. Ziemba
Finance · 2002–2016
A researcher in the Science corpus: 9 papers; trusts 24 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 56 citations into it; #6,128 of 10,518 by trust here, #2,604 by citations
- Economics and Econometrics — 33 citations into it
- Accounting — 26 citations into it
- Management Science and Operations Research — 12 citations into it; #8,227 of 11,946 by trust here, #6,314 by citations
- Strategy and Management — 6 citations into it
- Demography — 5 citations into it
- Statistics and Probability — 5 citations into it; #9,469 of 12,932 by trust here, #9,714 by citations
Whom William T. Ziemba trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul Embrechts
- John Y. Campbell
- Amos Tversky
- Daniel Kahneman
- Luis M. Viceira
- Andrew W. Lo
- Rama Cont
- Martin F. Hellwig
- E. Dimson
- Philippe Jorion
Who trusts William T. Ziemba overall
Papers from William T. Ziemba's perspective
Ordered by how strongly the researchers William T. Ziemba trusts endorse each paper. Same corpus, a different order for every researcher.
- Portfolio Selection
- The Cross-Section of Volatility and Expected Returns
- The Long-run Stock Returns Following Bond Ratings Changes
- Choices, Values, and Frames
- Costly arbitrage and the myth of idiosyncratic risk
- Value and Momentum Everywhere: Value and Momentum Everywhere
- Efficient Capital Markets : II
- Empirical properties of asset returns: stylized facts and statistical issues
- Sample selection bias as a specification error
- Time Series Momentum
Their papers
- Hedging electricity portfolios via stochastic programming (2002) — 150 citations
- Applications of Stochastic Programming (2005) — 341 citations
- Incentives and Risk Taking in Hedge Funds (2007) — 139 citations
- The Kelly Capital Growth Investment Criterion: Theory and Practice (2011) — 252 citations
- Does Academic Research Destroy Stock Return Predictability (2016) — 878 citations
- Growth-optimal investments and numeraire portfolios under transactions costs (2013) — 348 citations
- Stochastic optimization models in finance (2006) — 51 citations
- The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003) — 57 citations
- Good and Bad Properties of the Kelly Criterion (2003) — 48 citations