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

RUS ENG

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

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 28 scientific papers (total in 28 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

Citations (28)

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

Bibliographic databases:

Document Type: Article

Language: English

Linking options:

https://www.mathnet.ru/eng/jpm1

This publication is cited in the following 28 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Statistics & downloads:
Abstract page:	146