INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Bubbles and Crashes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advanced financial modelling. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Churning Bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite bubbles with short sale constraints and asymmetric information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shifting martingale measures and the birth of a bubble as a submartingale / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit risk: Modelling, valuation and hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Towards a General Theory of Good-Deal Bounds* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets * / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent and absolutely continuous measure changes for jump-diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fundamental theorem of asset pricing for unbounded stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A statistical analysis of log-periodic precursors to financial crashes<sup>*</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: No-Bubble Condition: Model-Free Tests in Housing Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Single jump processes and strict local martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strict local martingales and optimal investment in a Black–Scholes model with a bubble / rank
 
Normal rank
Property / cites work
 
Property / cites work: STRONG BUBBLES AND STRICT LOCAL MARTINGALES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5506186 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASSET PRICE BUBBLES IN INCOMPLETE MARKETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: How to Detect an Asset Bubble / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE MEANING OF MARKET EFFICIENCY / rank
 
Normal rank
Property / cites work
 
Property / cites work: CRASHES AS CRITICAL POINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic utility-based good deal bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic exponentials and logarithms on stochastic intervals. A survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple mechanism for financial bubbles: time-varying momentum horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rational equilibrium asset-pricing bubbles in continuous trading models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption and bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Super-exponential growth expectations and the global financial crisis / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&amp;P 500 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mathematical Theory of Financial Bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rational Asset Pricing Bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Nonuniformly Integrable Martingale Bubble with a Crash / rank
 
Normal rank
Property / cites work
 
Property / cites work: Critical market crashes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Significance of log-periodic precursors to financial crashes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasimartingales, martingales locales, semimartingales et filtration naturelle / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Possibility of Speculation under Rational Expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset Bubbles and Overlapping Generations / rank
 
Normal rank

Revision as of 19:43, 24 July 2024

scientific article; zbMATH DE number 7323550
Language Label Description Also known as
English
INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS
scientific article; zbMATH DE number 7323550

    Statements

    INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (English)
    0 references
    0 references
    0 references
    16 March 2021
    0 references
    financial bubbles
    0 references
    financial crashes
    0 references
    explosive processes
    0 references
    bubble decomposition
    0 references
    strict local martingale approach
    0 references
    infinite horizon bubbles
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers