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Publications in Math-Net.Ru |
Citations |
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2022 |
| 1. |
Sebastien Lleo, Mikhail Zhitlukhin, William T. Ziemba, “Using a mean-changing stochastic processes exit–entry model for stock market long–short prediction”, JPM, 49:1 (2022), 172–197  |
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2016 |
| 2. |
M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016), 47–52 |
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2015 |
| 3. |
A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013”, Quant. Finance, 15:9 (2015), 1449–1469     |
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2014 |
| 4. |
A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model”, JPM, 40:2 (2014), 54–63 |
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| Presentations in Math-Net.Ru |
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