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