A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model”, Journal of Portfolio Management, 2014, Volume 40, Issue 2, Pages 54

Journal of Portfolio Management

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Journal of Portfolio Management, 2014, Volume 40, Issue 2, Pages 54–63
DOI: https://doi.org/10.3905/jpm.2014.40.2.054 (Mi jpm1)

This article is cited in 30 scientific papers (total in 30 papers)

When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model

A. N. Shiryaev^ab, M. V. Zhitlukhin^bcd, W. T. Ziemba^e

^a Lomonosov Moscow State University
^b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
^c University of Manchester
^d National Research University "Higher School of Economics" (HSE), Moscow
^e University of British Columbia

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DOI: https://doi.org/10.3905/jpm.2014.40.2.054

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Language: English

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