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Ziemba, William T

Statistics Math-Net.Ru
Presentations: 1

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http://www.mathnet.ru/eng/person80943
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Publications in Math-Net.Ru
2016
1. M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016),  47–52  mathnet
2015
2. A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013”, Quant. Finance, 15:9 (2015),  1449–1469  mathnet  mathscinet  isi  elib  scopus
2014
3. A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model”, JPM, 40:2 (2014),  54–63  mathnet  isi  scopus

Presentations in Math-Net.Ru
1. Response to Paul A Samuelson letters and papers on the Kelly capital growth investment criterion
William Ziemba
International conference "Advanced Finance and Stochastics"
June 27, 2013 09:30   

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