This is a short list of recent and relevant books published by Dr. Ziemba. Click here for a more comprehensive list in PDF format.
Selected Books, Published and In Progress
MacLean, L.C., E. O. Thorp, Ziemba, W.T., Eds., The Kelly Capital Growth Criterion: Theory and Practice, World Scientific, forthcoming, 2009.
Bertocchi, M., Schwartz, S.L., Ziemba, W.T., Optimizing the Aging, Retirement and Pensions Dilemma, Wiley, forthcoming, 2009.
Ziemba, R.E.S. and Ziemba, W.T., Scenarios for Risk Management and Global Investment Strategies, Wiley, in press, 2007
Zenios, S.A., Ziemba, W.T., Eds, Handbook of Asset and Liability Modeling, North Holland. Volume 1: Theory and Methodology, 2006, pages 1-487. Volume 2: Applications and Case Studies, June 2007, pages 489-1147.
Ziemba, W.T., Vickson, R.G., Eds., Stochastic Optimization Models in Finance, Academic Press, July 1975, 744 pages (388 pages reprinted and 356 pages new). 2nd edition with new preface, World Scientific, Singapore, 2006.
Keim, D.B., Ziemba, W.T., Eds., Security Market Imperfections in World Wide Equity Markets, Cambridge University Press, 2000, 531 pages.