Selected Books, Published and In Progress PDF Print E-mail

B1        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.

B3        Hausch, D.B., Ziemba, W.T.,  Beat the Racetrack, Harcourt, Brace and Jovanovich, 1984; revised 2nd edition, William Morrow, 1987.

B3        Amershi, A., Feltham, J., Ziemba, W.T., Eds., Economic Analysis of Information and Contracts:  Essays in Honour of John E. Butterworth, Kluwer Academic Publishers, Boston, July 1988, 415 pages.

B4        Ziemba, W.T. and Schwartz, S.L, Invest Japan:  The Structure, Performance and Opportunities of Japan's Stock, Bond and Fund Markets, Probus Publishing, Chicago, November 1991, 596 pages

B5        Ziemba, W.T., Bailey, W., Hamao, Y.. Eds., Japanese Financial Market Research, North Holland Publishers, Amsterdam, December 1991, 616 pages.

B6        Hausch, D.B., Lo,  V., Ziemba, W.T., Eds., Efficiency of Racetrack Betting Markets, Academic Press, 1994, 648 pages, reprinted in 2008   by World Scientific with a new preface.

B7        Jarrow, R.A., Maksimovic, V., Ziemba, W.T., Eds., Finance, North Holland Handbook Series, December 1995, 1165 pages.  Reprinted in Japanese, 1998, and in Chinese, 2002.

B8        Keim, D.B., Ziemba, W.T., Eds., Security Market Imperfections in World Wide Equity Markets, Cambridge University Press, 2000, 531 pages.

B9        Ziemba, W.T., Mulvey, J.M., Eds., Asset and Liability Management from a Global Perspective, Cambridge University Press, 1998, 665 pages, and in Chinese, 2003. [A review by Ton Vorst is in the Journal of Finance]

B10      Wets, R.J.B., Ziemba, W.T., Eds., Stochastic Programming - State of the Art 1998, (main lectures VIII International Conference on Stochastic Programming), Baltzer Science Publishers BV (Special Issue Annals of Operations Research), March 1999, 285 pages.

B11      Birge, J.B., Edirishinghe, N.C.P., Ziemba, W.T., Eds. Research in Stochastic Programming (selected, refereed papers from the VIII International Conference on Stochastic Programming), Baltzer Science Publishers BV (Special Issue Annals of Operations Research), June 2001, 306 pages.

B12      Ziemba, W.T., The Stochastic Programming Approach to Asset Liability and Wealth Management, AIMR, December 2003, 192 pages plus 72-page appendix.          [A review by Alan King is in Interfaces April 2006]

B13      Wallace, S.W., Ziemba, W.T., Eds. Applications of Stochastic Programming, SIAM - Mathematical Programming Society Series on Optimization, 2005, 707 pages.

B14      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.

B15      Ziemba, R.E.S. and Ziemba, W.T., Scenarios for Risk Management and Global Investment Strategies, Wiley, November, 2007 in UK and January 2008 in US.

B16      Hausch, D. B., Ziemba, W.T., Eds,. Handbook Sports and Lottery Markets, North Holland Handbooks in Finance Series,  September 2008.

B17      Constantinides, G.M., Mallarias, A.G., Ziemba, W.T. Eds. Handbook of Futures Markets, North Holland Handbooks in Finance Series, forthcoming 2009.

B18      Ruoen, R., Ziemba, R.E.S., Ziemba, W.T.Z., Eds.,Chinese Investment Markets and their  Impact, forthcoming, 2009.

B19      MacLean, L.C., E. O. Thorp, Ziemba, W.T., Eds., The Kelly Capital Growth Criterion: Theory and Practice, World Scientific, forthcoming, 2009.

B20      Bertocchi, M., Schwartz, S.L., Ziemba, W.T., Optimizing the Aging, Retirement and Pensions Dilemma, Wiley, forthcoming, 2009.