Stock market crashes = predictable a...
Ziemba, W. T.

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  • Stock market crashes = predictable and unpredictable and what to do about them /
  • Record Type: Electronic resources : Monograph/item
    Title/Author: Stock market crashes/ William T. Ziemba, Sebastien Lleo, Mikhail Zhitlukhin.
    Reminder of title: predictable and unpredictable and what to do about them /
    Author: Ziemba, W. T.
    other author: Lleo, Sébastien.
    Published: Singapore ;World Scientific, : c2018.,
    Description: 1 online resource (xviii, 290 p.) :ill.
    [NT 15003449]: 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.
    Subject: Financial crises - History. -
    Online resource: http://www.worldscientific.com/worldscibooks/10.1142/10506#t=toc
    ISBN: 9789813223851
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W9345408 電子資源 11.線上閱覽_V 電子書 EB HB3722 .Z54 2018 一般使用(Normal) On shelf 0
  • 1 records • Pages 1 •
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