Professor William T. Ziemba, PhD
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 has been a visiting professor at Cambridge, Oxford, London School of Economics, University of Reading (ICMA Centre), 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, University of Zurich, Tsukuba in Japan and the National 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 and Private International Wealth Management. His research is in asset-liability management, portfolio theory and practice, security market imperfections, Japanese and Asian financial markets, sports and lottery investments and applied stochastic programming. He has written 8 books and over 100 articles on quantitative finance , the latest book being The Kelly Capital Growth Investment Criterion with legendary hedge fund trader Edward Thorp and Leonard MacLean.