Автор: William T Ziemba

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 …

This book tells the story of how financial markets have evolved over time and became increasingly more complex. The author, a successful and experienced trader, who among other things won the 2015 …

This guidebook presents historical and new material to assist the reader to understand NFL game strategies and provides a winning betting strategy. The authors, William Ziemba and Leonard Mac Lean …

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 …

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, …

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, …

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 …

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 …

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 …

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 …

The World Scientific Handbook of Futures Markets serves as a definitive source for comprehensive and accessible information in futures markets. The emphasis is on the unique characteristics of …