M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 2016, Volume 4, Issue 1,Pages <nobr>47–52</nobr>

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Quant. Finance Letters, 2016, Volume 4, Issue 1, Pages 47–52 (Mi qfl1)

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Exit strategies in bubble-like markets using a changepoint model

M. V. Zhitlukhin^ab, W. T. Ziemba^cd

^a Steklov Mathematical Institute, Moscow, Russia
^b National Research University Higher School of Economics (HSE), Moscow, Russia
^c University of British Columbia
^d Systemic Risk Centre, London School of Economics, UK

Received: 16.01.2016
Accepted: 25.01.2016

Language: English

DOI: 10.1080/21649502.2015.1165918

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