Inefficiencies and Anomalies: Other Crashes and How They Fit the Models

William T Ziemba

Chapter 27 in The Adventures of a Modern Renaissance Academic in Investing and Gambling, 2017, pp 297-314 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Predictable Crashes versus Those that are SurprisesSome Background on Crash MeasuresDeclines and Crashes not Predicted by the MeasuresThe Mini Crash, January 1 to February 12, 2016Brexit Vote, June 23 to June 28, 2016The Trump Election Risk, October 24 to November 10, 2016Notes

Keywords: Financial History; Risk Management; Investment Strategies; Mean Reversion; Risk Arbitrage; Management of Assets (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2017
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