9789813222601 - stock market crashes: predictable and unpredictable and what to do about them: 13 (world scientific series in finance) de zhitlukhin, mikhail; sébastien lleo; william t ziemba (18 resultados)
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: suffolkbooks, center moriches, NY, Estados Unidos de Americasuffolkbooks
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Aceptable
EUR 18,66
Envío por EUR 3,44Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
hardcover. Condición: Good. Fast Shipping - Safe and Secure 7 days a week.
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de AmericaRomtrade Corp.
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 73,33
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Basi6 International, Irving, TX, Estados Unidos de AmericaBasi6 International
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 73,33
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Idioma: Inglés
Editorial: World Scientific Publishing Co Pte Ltd 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Bill & Ben Books, Faringdon, Reino UnidoBill & Ben Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 79,69
Envío por EUR 11,69Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardback. Condición: New. 'Overall, the book provides an interesting and useful synthesis of the authorsaEURO (TM) research on the predictions of stock market crashes. The book can be recommended to anyone interested in the Bond Stock Earnings Yield Differential model, and similar methods to predict crashes.'Quantitative Finance…This book presents studies of stock market crashes big and small that occur from bubbles bursting or other reasons. By a bubble we mean that prices are rising just because they are rising and that prices exceed fundamental values. A bubble can be a large rise in prices followed by a steep fall. The focus is on determining if a bubble actually exists, on models to predict stock market declines in bubble-like markets and exit strategies from these bubble-like markets. We list historical great bubbles of various markets over hundreds of years.We present four models that have been successful in predicting large stock market declines of ten percent plus that average about minus twenty-five percent. The bond stock earnings yield difference model was based on the 1987 US crash where the S&P 500 futures fell 29% in one day. The model is based on earnings yields relative to interest rates. When interest rates become too high relative to earnings, there almost always is a decline in four to twelve months. The initial out of sample test was on the Japanese stock market from 1948-88. There all twelve danger signals produced correct decline signals. But there were eight other ten percent plus declines that occurred for other reasons. Then the model called the 1990 Japan huge -56% decline. We show various later applications of the model to US stock declines such as in 2000 and 2007 and to the Chinese stock market. We also compare the model with high price earnings decline predictions over a sixty year period in the US. We show that over twenty year periods that have high returns they all start with low price earnings ratios and end with high ratios. High price earnings models have predictive value and the BSEYD models predict even better. Other large decline prediction models are call option prices exceeding put prices, Warren Buffett's value of the stock market to the value of the economy adjusted using BSEYD ideas and the value of Sotheby's stock. Investors expect more declines than actually occur. We present research on the positive effects of FOMC meetings and small cap dominance with Democratic Presidents. Marty Zweig was a wall street legend while he was alive. We discuss his methods for stock market predictability using momentum and FED actions. These helped him become the leading analyst and we show that his ideas still give useful predictions in 2016-2017. We study small declines in the five to fifteen percent range that are either not expected or are expected but when is not clear. For these we present methods to deal with these situations.The last four January-February 2016, Brexit, Trump and French elections are analzyed using simple volatility-S&P 500 graphs. Another very important issue is can you exit bubble-like markets at favorable prices. We use a stopping rule model that gives very good exit results. This is applied successfully to Apple computer stock in 2012, the Nasdaq 100 in 2000, the Japanese stock and golf course membership prices, the US stock market in 1929 and 1987 and other markets. We also show how to incorporate predictive models into stochastic investment models.
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
Contactar con el vendedorVendedor de 4 estrellasCondición: Usado
EUR 90,32
Envío por EUR 3,44Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: Used. pp. 308.
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Majestic Books, Hounslow, , Reino UnidoMajestic Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Usado
EUR 91,88
Envío por EUR 7,52Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: Used. pp. 308.
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
Contactar con el vendedorVendedor de 4 estrellasCondición: Usado
EUR 90,03
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: Used. pp. 308.
Stock Market Crashes : Predictable and Unpredictable and What to Do About Them
Ziemba, William T. (EDT); Lleo, Sebastien (EDT); Zhitlukhin, Mikhail (EDT)
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 116,37
Envío por EUR 2,28Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
Idioma: Inglés
Editorial: World Scientific Publishing Co Pte Ltd 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 118,72
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 15 disponibles
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Idioma: Inglés
Editorial: World Scientific Publishing Co Pte Ltd 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 114,21
Envío por EUR 5,81Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 15 disponibles
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Stock Market Crashes : Predictable and Unpredictable and What to Do About Them
Ziemba, William T. (EDT); Lleo, Sebastien (EDT); Zhitlukhin, Mikhail (EDT)
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 125,00
Envío por EUR 2,28Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
Stock Market Crashes : Predictable and Unpredictable and What to Do About Them
Ziemba, William T. (EDT); Lleo, Sebastien (EDT); Zhitlukhin, Mikhail (EDT)
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 114,19
Envío por EUR 17,36Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 127,70
Envío por EUR 13,86Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. In.
Stock Market Crashes : Predictable and Unpredictable and What to Do About Them
Ziemba, William T. (EDT); Lleo, Sebastien (EDT); Zhitlukhin, Mikhail (EDT)
Idioma: Inglés
Editorial: World Scientific Publishing Co 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 125,35
Envío por EUR 17,36Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
Stock Market Crashes: Predictable and Unpredictable and What to Do About Them
Ziemba, William T. (Editor)/ Zhitlukhin, Mikhail/ Lleo, Sebastien
Idioma: Inglés
Editorial: World Scientific Pub Co Inc 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 155,91
Envío por EUR 14,47Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardcover. Condición: Brand New. 308 pages. 9.25x6.25x1.00 inches. In Stock.
Idioma: Inglés
Editorial: WSPC 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
- Impresión bajo demanda
Librería: moluna, Greven, , Alemaniamoluna
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 131,13
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextrnrnThis book presents studies of stock market crashes big and small that occur from bubbles bursting or other reasons. By a bubble we mean that prices are rising just because they are rising and…that prices exceed fundamental values.
Más imágenesIdioma: Inglés
Editorial: World Scientific 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
- Impresión bajo demanda
Librería: preigu, Osnabrück, Alemaniapreigu
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 135,95
Envío por EUR 70,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 5 disponibles
Buch. Condición: Neu. STOCK MARKET CRASHES | Ziemba William T | Buch | Gebunden | Englisch | 2017 | World Scientific | EAN 9789813222601 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
Idioma: Inglés
Editorial: World Scientific 2017
Serie: World Scientific Series In Finance, Libro 13 de 19. Libro 13 de 19 - World Scientific Series In Finance
- Tapa dura
- Impresión bajo demanda
Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 153,45
Envío por EUR 63,01Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book presents studies of stock market crashes big and small that occur from bubbles bursting or other reasons. By a bubble we mean that prices are rising just because they are rising and that prices exceed fundamental values. A bubble can…be a large rise in prices followed by a steep fall. The focus is on determining if a bubble actually exists, on models to predict stock market declines in bubble-like markets and exit strategies from these bubble-like markets. We list historical great bubbles of various markets over hundreds of years.We present four models that have been successful in predicting large stock market declines of ten percent plus that average about minus twenty-five percent. The bond stock earnings yield difference model was based on the 1987 US crash where the S&P 500 futures fell 29% in one day. The model is based on earnings yields relative to interest rates. When interest rates become too high relative to earnings, there almost always is a decline in four to twelve months. The initial out of sample test was on the Japanese stock market from 1948-88. There all twelve danger signals produced correct decline signals. But there were eight other ten percent plus declines that occurred for other reasons. Then the model called the 1990 Japan huge -56% decline. We show various later applications of the model to US stock declines such as in 2000 and 2007 and to the Chinese stock market. We also compare the model with high price earnings decline predictions over a sixty year period in the US. We show that over twenty year periods that have high returns they all start with low price earnings ratios and end with high ratios. High price earnings models have predictive value and the BSEYD models predict even better. Other large decline prediction models are call option prices exceeding put prices, Warren Buffett's value of the stock market to the value of the economy adjusted using BSEYD ideas and the value of Sotheby's stock. Investors expect more declines than actually occur. We present research on the positive effects of FOMC meetings and small cap dominance with Democratic Presidents. Marty Zweig was a wall street legend while he was alive. We discuss his methods for stock market predictability using momentum and FED actions. These helped him become the leading analyst and we show that his ideas still give useful predictions in 2016-2017. We study small declines in the five to fifteen percent range that are either not expected or are expected but when is not clear. For these we present methods to deal with these situations.The last four January-February 2016, Brexit, Trump and French elections are analzyed using simple volatility-S&P 500 graphs. Another very important issue is can you exit bubble-like markets at favorable prices. We use a stopping rule model that gives very good exit results. This is applied successfully to Apple computer stock in 2012, the Nasdaq 100 in 2000, the Japanese stock and golf course membership prices, the US stock market in 1929 and 1987 and other markets. We also show how to incorporate predictive models into stochastic investment models.
