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When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model (2014)

First Author: Shiryaev A

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3905/jpm.2014.40.2.054

Publication URI: http://dx.doi.org/10.3905/jpm.2014.40.2.054

Type: Journal Article/Review

Parent Publication: The Journal of Portfolio Management

Issue: 2