William T. Ziemba
Impact in
- Finance top 0.2%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
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- Risk and Portfolio Optimization
Papers in
- Finance 109
- Financial Markets and Investment Strategies 79
- Stochastic processes and financial applications 42
- Financial Risk and Volatility Modeling 20
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- Economic theories and models 33
- Complex Systems and Time Series Analysis 18
- Market Dynamics and Volatility 17
- Co-authors
- Vijay K. Chopra (1 shared paper)Siegfried Schaible (3 shared papers)Richard H. Thaler (1 shared paper)Leonard C. MacLean (23 shared papers)John M. Mulvey (1 shared paper)Donald B. Hausch (9 shared papers)Martin Kusý (1 shared paper)Jarl G. Kallberg (4 shared papers)
- Journals
- The Journal of Portfolio Management (16 papers)Management Science (12 papers)Operations Research (10 papers)Quantitative Finance (6 papers)Journal of Financial and Quantitative Analysis (5 papers)
- Partner nations
- CanadaUnited KingdomUnited States
In The Last Decade
William T. Ziemba
193 papers receiving 5.0k citations
William T. Ziemba's Hit Papers
Peers
Comparison fields: 5 of 121
- Finance 3.0k
- Management Science and Operations Research 2.1k
- General Decision Sciences 277
- Economics and Econometrics 2.7k
- Numerical Analysis 392
Countries citing papers authored by William T. Ziemba
This map shows the geographic impact of William T. Ziemba's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by William T. Ziemba with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites William T. Ziemba more than expected).
Fields of papers citing papers by William T. Ziemba
This network shows the impact of papers produced by William T. Ziemba. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by William T. Ziemba. The network helps show where William T. Ziemba may publish in the future.
Co-authors
The 25 scholars most cited alongside William T. Ziemba, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 201 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice Hit paper breakdown → | 1993 | 773 |
| 2 | Generalized Concavity in Optimization and Economics Hit paper breakdown → | 1981 | 519 |
| 3 | 1988 | 361 | |
| 4 | Worldwide asset and liability modeling | 1998 | 246 |
| 5 | 1994 | 211 | |
| 6 | 1986 | 190 | |
| 7 | 1981 | 136 | |
| 8 | 1983 | 121 | |
| 9 | 1998 | 118 | |
| 10 | 1995 | 104 | |
| 11 | 1992 | 102 | |
| 12 | 2011 | 93 | |
| 13 | 1998 | 91 | |
| 14 | 1991 | 75 | |
| 15 | 1977 | 71 | |
| 16 | 1982 | 71 | |
| 17 | 2007 | 68 | |
| 18 | 1993 | 65 | |
| 19 | 1996 | 65 | |
| 20 | 2003 | 63 |
About William T. Ziemba
William T. Ziemba is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance and Accounting, having authored 201 papers that have together received 5.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (79 papers), Stochastic processes and financial applications (42 papers), Risk and Portfolio Optimization (38 papers), Economic theories and models (33 papers), Financial Risk and Volatility Modeling (20 papers), Monetary Policy and Economic Impact (18 papers), Complex Systems and Time Series Analysis (18 papers) and Market Dynamics and Volatility (17 papers). The work is most often cited by research in Finance (3.0k citations), Management Science and Operations Research (2.1k citations), General Decision Sciences (277 citations), Economics and Econometrics (2.7k citations) and Numerical Analysis (392 citations). William T. Ziemba has collaborated with scholars based in Canada, United Kingdom and United States. Frequent co-authors include Vijay K. Chopra, Siegfried Schaible, Richard H. Thaler, Leonard C. MacLean, John M. Mulvey, Donald B. Hausch, Martin Kusý, Jarl G. Kallberg, Chris R. Hensel and Yonggan Zhao. Their work appears in journals such as The Journal of Portfolio Management, Management Science, Operations Research, Quantitative Finance and Journal of Financial and Quantitative Analysis.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.