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

DOI10.1142/10506zbMATH Open1430.91005OpenAlexW4252509457MaRDI QIDQ4631645FDOQ4631645

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

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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)

Cited In (3)

• Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
• Title not available (Why is that?)
• WHEN THE BUBBLE IS GOING TO BURST …

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