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William T. Ziemba 1941-2022
On the sad event of Bill Ziemba’s passing Wilmott extends its condolences to Bill’s family, friends, and colleagues. […]
Ziemba
Articles
Using Zweig’s Monetary and Momentum Models in the Modern Era
This column is written jointly by John Swetye of Hypernormal Enterprises, Darien, CT and William T. Ziemba and an earlier version was published
in: John Swetye & William T. Ziemba (2016) Using Zweig’s monetary and momentum models in the
modern era, Quantitative Finance Letters, 4:1, 35–39, DOI: 10.1080/21649502.2015.1165917. A version of
this article will also appear in Stock Market Crashes: Predictable and Unpredictable and What to do About Them (World Scientific, 2017). […]
Wilmott Inner Circle
Lessons from the GameStop Saga
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Articles
Primer On Arbitrage And Asset Pricing
Financial decision making is typically concerned with the amount of investment capital to allocate to various assets or asset classes in various financial markets. The opportunity set can be very complex, with sets of […]
Articles
Amaranthus Extermino
On September 19, 2006 the hedge fund Amaranth Advisors of Greenwich, Connecticut announced that it had lost $6 billion, about two thirds of the $9.25 billion fund in less than two weeks, largely because it […]
Articles
Scenarios IV: Planning for Disasters and then Dealing with them
As I write this it is the fourth anniversary of September 11, 2001. Aside from the anniversary specials airing today, there is little in the news these days about Osama Bin Laden. The news today […]
Wilmott Inner Circle
The 2014–2015 NFL Season, Playoffs, and the Super Bowl
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Wilmott Inner Circle
Investing In Thoroughbred Race Horses
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