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- Title
William T. Ziemba and a Brief Look at His Journal of Portfolio Management Legacy.
- Authors
Guerard, John; Mulvey, John M.
- Abstract
The article discusses the legacy of writer William T. Ziemba and his contributions to the investment field, particularly his publications in the periodical. Topics covered include Ziemba's research on exploiting financial anomalies; calendar effects; predicting stock market crashes and comparing performance records of investors; and also highlights Ziemba's interest in both theoretical and practical aspects of managing money and his exploration of utility functions for investors.
- Publication
Journal of Portfolio Management, 2022, Vol 49, Issue 1, p7
- ISSN
0095-4918
- Publication type
Academic Journal
- DOI
10.3905/jpm.2022.1.423