William T Ziemba

Great Investment Ideas

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<!-- <description> -->Great Investment Ideas is a collection of articles published in the Journal of Portfolio Management from 1993 to 2015. The book contains useful ideas for investment management and trading and discusses the methods, results and evaluation of great investors. It also covers important topics such as the effect of errors in means, variances and co-variances in portfolio selection problems, stock market crashes and stock market anomalies, portfolio theory and practice, evaluation theory, etc. This book is a must-have publication for investors and financial experts, researchers and graduate students in finance.
<!-- </description> --><!-- <contents> -->Contents:Comment on “Why a Weekend Effect?” (William T Ziemba)The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (Vijay K Chopra and William T Ziemba)The Turn-of-the-Month Effect in the U.S. Stock Index Futures Markets, 1982–1992 (Chris R Hensel, Gordon A Sick and William T Ziemba)Stock Ownership Decisions in Defined Contribution Pension Plans (Julian Douglass, Owen Wu and William T Ziemba)The Symmetric Downside-Risk Sharpe Ratio and the Evaluation of Great Investors and Speculators (William T Ziemba)The Predictive Ability of the Bond Stock Earnings Yield Differential Model (Klaus Berge, Giorgio Consigli and William T Ziemba)Do Seasonal Anomalies Still Work? (Constantine Dzhabarov and William T Ziemba)How Does the Fortune's Formula-Kelly Capital Growth Model Perform? (Leonard C MacLean, Edward O Thorp, Yonggan Zhao and William T Ziemba )Great Investors: Their Methods, Results and Evaluation (Olivier Gergaud and William T Ziemba)Is the 60–40 Stock-Bond Pension Fund Rule Wise? (William T Ziemba)When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model (A N Shiryaev, M V Zhitlukhin and W T Ziemba)A Response to Professor Paul A Samuelson's Objections to Kelly Capital Growth Investing (William T Ziemba)<!-- </contents> --><!-- <readership> -->Readership: Investors, financial experts, graduate students and researchers in the field of banking, finance, and investments.<!-- </readership> -->Investment Management;Portfolio Theory and Practice;Great Investors;Stock Market Anomalies;Evaluation Theory;Portfolio Performance;Stock Market Performance“Great Investment Ideas is perfectly titled. By collecting Bill Ziemba's key contributions to the Journal of Portfolio Management, we now have access in one place to many of the creative investment strategies of one of the top thinkers in finance.”
Darrell DuffieDean Witter Distinguished Professor of FinanceGraduate School of Business, Stanford University“This book will interest students as well as practitioners, as Professor Ziemba has used the ideas both in the classroom and in the investment world.”
Edward O ThorpAuthor of Beat the Dealer and Beat the Market“This volume provides the reader with easy access to a dozen of the papers of one of the field's mostimportant and prolific financial economist.”
Harry MarkowitzNobel Laureate (1990) and Professor at UC San Diego
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