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  1. Lleo, Sebastien [Author] ; Ziemba, William T. [Other]

    Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models?

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    [S.l.]: SSRN, [2015]

  2. Zhao, Yonggan [Author] ; Ziemba, William T. [Other]

    Calculating Risk Neutral Probabilities and Optimal Portfolio Policies in a Dynamic Investment Model with Downside Risk Control

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    [S.l.]: SSRN, [2004]

    Published in: Sauder School of Business Working Paper

  3. Zhao, Yonggan [Author] ; Ziemba, William T. [Other]

    On Leland's Option Hedging Strategy with Transaction Costs

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    [S.l.]: SSRN, [2004]

    Published in: Sauder School of Business Working Paper

  4. Berge, Klaus [Author] ; Ziemba, William T. [Other]

    The Predictive Ability of the Bond Stock Earnings Yield Differential in World-Wide Equity Markets

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    [S.l.]: SSRN, [2002]

    Published in: Sauder School of Business Working Paper