Bill Ziemba

W. T. Ziemba is Alumni Professor of Financial Modeling and Stochastic Optimization (Emeritus), University of British Columbia, Vancouver, BC, and Visiting Professor University of Manchester, and Sabanci Univearsity, Turkey, and Distinguished Visiting Research Associate, Systemic Risk Centre, London School of Economics and Political Science.


Special Papers
May 2014
SP 2
Sebastien Lleo and Bill Ziemba
What makes futures hedge funds fail? The common ingredient is over betting and not being diversified in some bad scenarios that can lead to disaster. Once troubles arise, it is difficult to take the necessary actions that eliminate the problem....
Discussion Papers
Nov 2013
DP 5
A. N. Shiryaev, M. V. Zhitlukhin and Bill Ziemba
In this paper, the authors apply a continuous time stochastic process model developed by Shiryaev and Zhutlukhin for optimal stopping of random price processes that appear to be bubbles. By a bubble we mean the rising price is largely based on the...