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Stock market crashes : predictable and unpredictable and what to do about them / William T. Ziemba, Sebastien Lleo, Mikhail Zhitlukhin.
Lippincott Library HB3722 .Z54 2018
Available
- Format:
- Book
- Author/Creator:
- Ziemba, W. T., author.
- Zhitlukhin, Mikhail, author.
- Lleo, Sébastien, author.
- Series:
- World Scientific series in finance ; v. 13.
- World Scientific Series in Finance, 2010-1082 ; Vol 13
- Language:
- English
- Subjects (All):
- Financial crises--History.
- Financial crises.
- Stock exchanges--History.
- Stock exchanges.
- Investments--History.
- Investments.
- Speculation--History.
- Speculation.
- History.
- Genre:
- History.
- Physical Description:
- xviii, 290 pages ; 24 cm.
- Place of Publication:
- New Jersey : World Scientific, [2018]
- Contents:
- Introduction
- Discovery of the bond-stock earnings yield differential model
- Prediction of the 2007-2009 stock market crashes in the US, China and Iceland
- The high price-earnings stock market danger approach of Campbell and Shiller versus the BSEYD model
- Other prediction models for the big crashes averaging -25%
- Effect of Fed meetings and small-cap dominance
- Using Zweig's monetary and momentum models in the modern era
- Analysis and possible prediction of declines in the -5% to -15% range
- A stopping rule model for exiting bubble-like markets with applications
- A simple procedure to incorporate predictive modelsin stochastic investment models.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 9789813222601
- 9813222603
- 9789813222618
- 9813222611
- OCLC:
- 1001364050
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