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Dr. Ziemba's research areas cover a wide range of mathematical and industry-relevant topics.
- Incentives in Hedge Fund Management
- Risk Control of Investment and Hedge Fund Portfolios
- Global Asset Allocation
- Asset and Liability Management for Insurance Companies, Pension Funds, Wealthy Individuals and Retirement
- Stochastic Programming Applications in Finance
- Worldwide Security Market Valuation
- Portfolio Theory and Management
- Programmed Trading
- Mathematics of Investment and Gambling
- Sports Betting and Insurance
- Efficient and Inefficient Security Markets
- Option and Warrant Pricing
- Arbitrage Theory and Arbitrage Pricing
- Dynamic Portfolio Theory and Applications
- Financial Planning
- Risk Aversion, Risk Measures and Stochastic Dominance
- Stochastic Programming Theory
- Applications of Mathematical Programming
- Japanese and Asian Financial Markets
- Land and Stock Prices in Japan and Asia
- Japanese Derivative Markets
- Energy Policy Modeling
- Information Analysis
Cluster Chair Positions
- Finance and Economics Sessions, 19TH Mathematical Programming Society Meeting, Rio de Janeiro, Brazil, July-August 2006
- Sessions on Capital Growth Theory and Practice, XI International Conference on Stochastic Programming, Vienna, August, 2007
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