Stock market crashes. Predictable and unpredictable and what to do about them

DOI10.1142/10506MaRDI QIDQ4631645zbMATH OpenOpenAlexFDO

Authors William T. Ziemba, Sébastien Lleo, M. V. Zhitlukhin

Publication date 16 April 2019

Published in World Scientific Series in Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/10506

zbMATH Keywords

asset allocationbubblescrashesprediction modelsexit strategies

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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Cited in

(3)

• Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
• scientific article; zbMATH DE number 1987559 (Why is no real title available?)
• WHEN THE BUBBLE IS GOING TO BURST …

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