Super-exponential RE bubble model with efficient crashes
Jerome Kreuser and Didier Sornette
| Year of publication: |
2019
|
|---|---|
| Authors: | Kreuser, Jerome ; Sornette, Didier |
| Subject: | efficient crashes | Financial bubbles | Kelly criterion | optimal investment | positive feedback | rational expectation | Spekulationsblase | Bubbles | Theorie | Theory | Finanzkrise | Financial crisis | Rationale Erwartung | Rational expectations | Finanzmarkt | Financial market | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2018.1521342 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012206978