STOCHASTIC

Stone, D. and W.T. Ziemba (1993). Land and stock prices in Japan, Journal of
Economic Perspectives, Summer, 149-165.
Szego, G. (2004). Risk Measures for the 21 s ' Century. Wiley.
Thorp, E.O. (2006). "The Kelly criterion in blackjack, sports betting and the
stock market", in S.A. Zenios and W.T. Ziemba (eds.), Handbook of Asset and
Liability Modeling, Volume I: Theory and Methodology, pp. 385^128. North
Holland, Amsterdam.
Tobin, J. (1958). Liquidity preference as behavior towards risk, Review of
Economic Studies, 26, February, 65-86.
Tompkins, R.G., W.T. Ziemba, and S.H. Hodges (2003). The Favorite-longshot
Bias in S&P500 Futures Options: The Return to Bets and the Cost of
Insurance. Working Paper, Sauder School of Business, UBC.
Wallace, S.W. and W.T. Ziemba (eds.) (2005). Applications of Stochastic
Programming. SIAM — Mathematical Programming Series on Optimization.
Wets, R.J.B. and W.T. Ziemba (eds.) (1999). Stochastic Programming— State
of the Art 1998 (main lectures VIII International Conference on Stochastic
Programming), Baltzer Science Publishers BV (Special Issue Annals of
Operations Research).
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Economics, 50, May, 436-455.
Wilmott, P. (2006). Paul Wilmott on Quantative Finance, Vols. 1-3, 2 nd Edition.
Wiley.
Zenios, S.A. (2007). Practical Financial Optimization: Decision Making for
Financial Engineers. Oxford, UK: Blackwell Publishing, forthcoming.
Zenios, S.A. and W.T. Ziemba (eds.) (2006, 2007). Handbook of Asset and
Liability Modeling (Vol. 1 on theory and methodology and Vol. 2 on
applications and case studies). North Holland-Elsevier, in press.
Zenios, S.A., M. Holmer, R. McKendall, and C. Vassiadou-Zeniou (1998).
Dynamic models for fixed-income portfolio management under uncertainty,
Journal of Economic Dynamics and Control, 22, 1517-1541.
Zhao, Y., U. Haussmann, and W.T. Ziemba (2003). A dynamic investment
model with a minimum attainable wealth requirement, Mathematical Finance,
13, October, 481-501.
Ziemba, W.T. (1974). Note on the behavior of a firm subject to stochastic
regulatory review, Bell Journal of Economics and Management Sciences,
5(2), 710-712.
Ziemba, W.T. (1977). Multiperiod consumption-investment decisions: Further
comments, American Economic Review, LXVII, 766-767'.
PREFACE AND BRIEF NOTES TO THE 2006 EDITION XXIX