IRMC 2019 | Milan | June 17-18

William T. Ziemba

Sauder School of Business

William T. Ziemba

Sauder School of Business

Biography

Dr. William T. Ziemba is the Alumni Professor (Emeritus) of Financial Modeling and Stochastic Optimization in the Sauder School of Business, University of British Columbia where he taught from 1968-2006.  His PhD is from the University of California, Berkeley.  He currently teaches part time and makes short research visits at various universities.  Recently he is the Distinguished Visiting Research Associate, Systemic Risk Centre, London School of Economics.
He has been a visiting professor at Cambridge, Oxford, London School of Economics, University of Reading and Warwick in the UK, at Stanford, UCLA, Berkeley, MIT, University of Washington and Chicago in the US, Universities of Bergamo, Venice and Luiss in Italy, the Universities of Zurich, Cyprus, Tsukuba (Japan), Sabanci (Turkey), EDHEC (France), KAIST (Korea) and the National University and the National Technological University of Singapore.
He has been a consultant to a number of leading financial institutions including the Frank Russell Company, Morgan Stanley, Buchanan Partners, RAB Hedge Funds, Gordon Capital, Matcap, Ketchum Trading and, in the gambling area, to the BC Lotto Corporation, SCA Insurance, Singapore Pools, Canadian Sports Pool, Keeneland Racetrack and some racetrack syndicates in Hong Kong, Manila and Australia.  His research is in asset-liability management, portfolio theory and practice, security market imperfections, Japanese and Asian financial markets, hedge fund strategies, risk management, sports and lottery investments and applied stochastic programming.  His co-written practitioner paper on the Russell-Yasuda model won second prize in the 1993 Edelman Practice of Management Science Competition.  He has been a futures and equity trader and hedge fund and investment manager since 1983.  In 2015, he won the futures part of the Battle of the Quants Trading Contest and beat the equity winner as well.  He uses behavioral biases, mean reversion, mispriced options, institutional practices, presidential election and FED meeting effects plus calendar anomalies.

He has published widely in journals such as Operations Research, Management Science,, Mathematics of OR, Mathematical Programming, American Economic Review, Journal of Economic Perspectives, Journal of Finance, Journal of Economic Dynamics and Control, JFQA, Quantitative Finance, Journal of Portfolio Management and  Journal of Banking and Finance and in many books and special journal issues.

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