Stock Market Crashes: Predictable and Unpredictable and What to Do about Them

by Mikhail Zhitlukhin, William T Ziemba, Sebastien Lleo

'Overall, the book provides an interesting and useful synthesis of the authors (TM) research on the predictions of stock market crashes. The book can be recommended to anyone interested in the Bond Stock Earnings Yield Differential model, and similar methods to predict crashes.'Quantitative FinanceThis book presents studies of stock market crashes big and small that occur from bubbles bursting or other reasons. By a bubble we mean that prices are...

• Format: Hardcover
• Language: English
• ISBN: 9813222603
• ISBN13: 9789813222601
• Release Date: October 2017
• Publisher: World Scientific Publishing Company
• Length: 308 Pages
• Weight: 1.28 lbs.
• Dimensions: 1.4" x 6.0" x 9.1"