Super-exponential RE bubble model with efficient crashes
Jerome Kreuser and Didier Sornette
| Year of publication: |
2019
|
|---|---|
| Authors: | Kreuser, Jerome ; Sornette, Didier |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 4, p. 338-368
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| 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 |
| 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