Stock market crashes[electronic reso...
Lleo, Sébastien.

 

  • Stock market crashes[electronic resource] :predictable and unpredictable and what to do about them /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    杜威分類號: 338.5/42
    書名/作者: Stock market crashes : predictable and unpredictable and what to do about them // William T. Ziemba, Sebastien Lleo, Mikhail Zhitlukhin.
    作者: Ziemba, W. T.
    其他作者: Lleo, Sébastien.
    出版者: Singapore ; : World Scientific,, c2018.
    面頁冊數: 1 online resource (xviii, 290 p.) : : ill.
    標題: Financial crises - History.
    標題: Stock exchanges - History.
    標題: Investments - History.
    標題: Speculation - History.
    ISBN: 9789813223851
    書目註: Includes bibliographical references and index.
    內容註: 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.
    電子資源: http://www.worldscientific.com/worldscibooks/10.1142/10506#t=toc
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