M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quantitative Finance Letters, 2016, Volume 4, Issue 1, Pages 47

Quantitative Finance Letters

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Quantitative Finance Letters, 2016, Volume 4, Issue 1, Pages 47–52
DOI: https://doi.org/10.1080/21649502.2015.1165918 (Mi qfl1)

This article is cited in 4 scientific papers (total in 4 papers)

Exit strategies in bubble-like markets using a changepoint model

M. V. Zhitlukhin^ab, W. T. Ziemba^cd

^a Steklov Mathematical Institute, Moscow, Russia
^b National Research University Higher School of Economics (HSE), Moscow, Russia
^c University of British Columbia
^d Systemic Risk Centre, London School of Economics, UK

Citations (4)

DOI: https://doi.org/10.1080/21649502.2015.1165918

Funding agency	Grant number
Russian Foundation for Basic Research	13-01-92100
M.V. Zhitlukhin was partially supported by RFBR grant 13-01-92100.

Received: 16.01.2016
Accepted: 25.01.2016

Document Type: Article

Language: English

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