Stock market crashes : predictable and unpredictable and what to do about them / William T. Ziemba, Sebastien Lleo, Mikhail Zhitlukhin.
By: Ziemba, W. T [author.].
Contributor(s): Zhitlukhin, Mikhail [author.] | Lleo, Sébastien [author.].
Series: World Scientific series in finance, Vol 13.Publisher: New Jersey : World Scientific, ©2018Description: 290 p: 23 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9789813222601; 9789813222618.Subject(s): Financial crises -- History | Stock exchanges -- History | Investments -- History | Speculation -- HistoryGenre/Form: Print books.| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HB3722 .Z54 2018 (Browse shelf) | Available | AU00000000016690 |
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| HB3722 .S672 2012 Financial turmoil in Europe and the United States : essays / | HB3722 .T655 2021 Shutdown : how COVID shook the world's economy / | HB3722 .V34 2014 The next economic disaster : why it's coming and how to avoid it / | HB3722 .Z54 2018 Stock market crashes : predictable and unpredictable and what to do about them / | HB3725 .F55 2021 The banks did it : an anatomy of the financial crisis / | HB3730 .E55 2005 Ahead of the curve : a commonsense guide to forecasting business and market cycles / | HB3743 .K58 2011 The financial crisis of our time / |
Includes bibliographical references (pages 273-282) and index.
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.