Stock Market Crashes : Predictable and Unpredictable and what to Do about Them

Introduction -- Discovery of the bond-stock earnings yield differential model -- Prediction of the 2007-2009 stock market crashes in the US, China and Iceland -- The high price-earnings stock market danger approach of Campbell and Shiller versus the BSEYD model -- Other prediction models for the big crashes averaging -25% -- Effect of Fed meetings and small-cap dominance -- Using Zweig's monetary and momentum models in the modern era -- Analysis and possible prediction of declines in the -5% to -15% range -- A stopping rule model for exiting bubble-like markets with applications -- A simple procedure to incorporate predictive modelsin stochastic investment models

• | Author: W. T. Ziemba, Mikhail Zhitlukhin, Sébastien Lleo
• | Publisher: World Scientific Publishing Company
• | Publication Date: Sep 08, 2017
• | Number of Pages: 290 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 9813222611
• | ISBN-13: 9789813222618