Items where Author is "Lleo, Sebastien"

Number of items: 7.
  • Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models? Lleo, Sebastien; Ziemba, William T.
  • How to lose money in derivatives: examples from hedge funds and bank trading departments. Ziemba, Bill; Lleo, Sebastien
  • Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world. Lleo, Sebastien; Ziemba, Bill
  • The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis. Lleo, Sebastien; Ziemba, Bill
  • Using a mean changing stochastic processes exit-entry model for stock market long-short prediction. Lleo, Sebastien; Zhitlukhin, Mikhail; Ziemba, William picture_as_pdf
  • A tale of two indexes:predicting equity market downturns in China. Lleo, Sebastien; Ziemba, William picture_as_pdf
  • A tale of two indexes:predicting equity market downturns in China. Lleo, Sebastien; Ziemba, William picture_as_pdf