A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013”, Quantitative Finance, 2015, Volume 15, Issue 9, Pages 1449

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Quantitative Finance, 2015, Volume 15, Issue 9, Pages 1449–1469
DOI: https://doi.org/10.1080/14697688.2014.989897 (Mi qf2)

This article is cited in 20 scientific papers (total in 20 papers)

Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013

A. N. Shiryaev^a, M. V. Zhitlukhin^ba, W. T. Ziemba^cdef

^a Department of Probability and Statistics, Steklov Mathematical Institute, Moscow, Russia
^b Laboratory of Quantitative Finance, Higher School of Economics (HSE), Moscow, Russia
^c Business School, Sabanci University, Istanbul, Turkey
^d Systemic Risk Centre, London School of Economics, London, UK
^e School of Social Sciences, University of Manchester, Manchester, UK
^f Sauder School of Business, University of British Columbia, Vancouver, Canada

Citations (20)

DOI: https://doi.org/10.1080/14697688.2014.989897

Funding agency

This paper was written during visits to the Hausdorff Research Institute for Mathematics at the University of Bonn in the framework of the Trimester Program Stochastic Dynamics in Economics and Finance and at the Systematic Risk Centre, London School of Economics. The work of W. T. Ziemba was also partially supported by the University of Manchester EconomicsDepartment and its Hallsworth Lecture series fund. Helpful comments from seminar participants at the University of Bonn, the Swiss Banking Institute, the University of Zurich, the University of Bordeaux and the London School of Economics are gratefully acknowledged.

Received: 13.01.2014
Accepted: 13.11.2014

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Document Type: Article

Language: English

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