29 citations to https://www.mathnet.ru/rus/jpm1
  1. Zhenya Liu, Yuhao Mu, “Optimal Stopping Methods for Investment Decisions: A Literature Review”, IJFS, 10:4 (2022), 96  crossref
  2. Robert A. Jarrow, Simon S. Kwok, “Inferring financial bubbles from option data”, J of Applied Econometrics, 36:7 (2021), 1013  crossref
  3. MICHAEL SCHATZ, DIDIER SORNETTE, “INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS”, Int. J. Theor. Appl. Finan., 23:07 (2020), 2050047  crossref
  4. Zuo Quan Xu, Fahuai Yi, “Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty”, Mathematics of OR, 45:1 (2020), 384  crossref
  5. Robert Jarrow, Simon Kwok, “Inferring Financial Bubbles from Option Data”, SSRN Journal, 2020  crossref
  6. Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 367  crossref
  7. George Milunovich, Shuping Shi, David Tan, “Bubble detection and sector trading in real time”, Quantitative Finance, 19:2 (2019), 247  crossref
  8. S. Lleo, W. T. Ziemba, “Can Warren Buffett forecast equity market corrections?”, The European Journal of Finance, 25:4 (2019), 369  crossref
  9. Michael Schatz, Didier Sornette, “Inefficient Bubbles and Efficient Drawdowns in Financial Markets”, SSRN Journal, 2018  crossref
  10. Sébastien Lleo, William T. Ziemba, “Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?”, Financial Market, 26:2 (2017), 61  crossref
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