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The Canadian Sports Pool and a New Name, Dr Z, 1982

In: The Adventures of a Modern Renaissance Academic in Investing and Gambling

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  • William T Ziemba

Abstract

In my teaching at UBC I had some flexibility in the PhD class. I normally taught the PhD sequence on nonlinear programming and portfolio theory in the fall and then applied stochastic programming and asset-liability management in the winter. Over the years I had between 4–8 students and it was a great class to teach. My 1974 class started the stochastic programming asset-liability modeling work and had Jerry Kallberg and Martin Kusy both of whom wrote major papers with me. There were also other good students. Once in a while the PhD course could be in speculative investments and there I could cover the mathematics of that such as the nice book of Epstein (1977, 2012) plus the applications. Also I could go into interesting topics like blackjack, casino gambling, horse racing, lotteries, etc. The BC Lottery Commission had me as a consultant and that was a lot of fun plus a bit of extra income which was useful for a low paid professor in an expensive city…

Suggested Citation

  • William T Ziemba, 2017. "The Canadian Sports Pool and a New Name, Dr Z, 1982," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 6, pages 61-67, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813148529_0006
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    Keywords

    Financial History; Risk Management; Investment Strategies; Mean Reversion; Risk Arbitrage; Management of Assets;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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