| |
| 2009 | ||
|---|---|---|
| 6 | EE | John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba: Operations Research and Financial Markets. Encyclopedia of Optimization 2009: 2696-2704 |
| 5 | EE | John L. G. Board, Charles M. S. Sutcliffe, William T. Ziemba: Portfolio Selection: Markowitz Mean-variance Model. Encyclopedia of Optimization 2009: 2990-2996 |
| 4 | EE | William T. Ziemba: Use of stochastic and mathematical programming in portfolio theory and practice. Annals OR 166(1): 5-22 (2009) |
| 2008 | ||
| 3 | EE | Yonggan Zhao, William T. Ziemba: Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control. European Journal of Operational Research 185(3): 1525-1540 (2008) |
| 2 | EE | José R. Rodríguez-Mancilla, William T. Ziemba: The duality of option investment strategies for hedge funds. Math. Program. 113(1): 95-131 (2008) |
| 1996 | ||
| 1 | N. C. P. Edirisinghe, William T. Ziemba: Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Math. Program. 75: 295-325 (1996) | |
| 1 | John L. G. Board | [5] [6] |
| 2 | N. C. P. Edirisinghe | [1] |
| 3 | José R. Rodríguez-Mancilla | [2] |
| 4 | Charles M. S. Sutcliffe | [5] [6] |
| 5 | Yonggan Zhao | [3] |