William T Ziemba visiting the Systemic Risk Centre

We are honoured to have Dr William T Ziemba as our distinguished Visiting Research Associate at the Systemic Risk Centre. Dr Ziemba is the Alumni Professor (Emeritus) of Financial Modeling and Stochastic Optimisation in the Sauder School of Business, University of British Columbia where he taught from 1968-2006 and professor at the ICMA Centre, University of Reading. His PhD is from the University of California, Berkeley. 

He has been a visiting professor at Cambridge, Oxford, London School of Economics, and Warwick in the UK, at Stanford, UCLA, Berkeley, MIT, University of Washington and Chicago in the US, Universities of Bergamo, Venice and Luiss in Italy, the Universities of Zurich, Cyprus, Tsukuba (Japan), KAIST (Korea) and the National University of Singapore.

He has been a consultant to a number of leading financial institutions including the Frank Russell Company, Morgan Stanley, Buchanan Partners, RAB Hedge Funds, Gordon Capital, Matcap, Ketchum Trading and, in the gambling area, to the BC Lotto Corporation, SCA Insurance, Singapore Pools, Canadian Sports Pool, Keeneland Racetrack and some racetrack syndicates in Hong Kong and Australia. His research is in asset-liability management, portfolio theory and practice, security market imperfections, Japanese and Asian financial markets, hedge fund strategies, risk management, sports and lottery investments and applied stochastic programming.   

He has published widely in journals such as Operations Research and Management Science. His latest book Investing in the Modern Age, co-authored with Rachel E S Ziemba, discusses many key topics in investment and risk management, the global economic situation and the shift in global investment strategies.