Books

 

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.