| Record Type: |
Language materials, printed
: monographic
|
| Title Information: |
predictable and unpredictable and what to do about them |
| Author: |
ZiembaWilliam T., |
| Alternative Intellectual Responsibility: |
LleoSebastien, |
| Alternative Intellectual Responsibility: |
ZhitlukhinMikhail, |
| Place of Publication: |
New Jersey |
| Published: |
World Scientific; |
| Year of Publication: |
2018 |
| Description: |
xviii, 290 p.col. ill. : 24 cm.; |
| Series: |
World Scientific Series in Finance |
| Subject: |
Financial crises - History - |
| Subject: |
Investments - History - |
| Subject: |
Speculation - History - |
| Subject: |
Stock exchanges - History - |
| ISBN: |
978-981-3222-60-1bound |
| ISBN: |
981-3222-60-3bound |
| Content Note: |
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 |