Georgi Smilyanov

ETH Zurich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

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Scholarly Papers (1)

1.

Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles

Quantitative Finance and Economics, 2 (1), 486-594 (2018), Swiss Finance Institute Research Paper No. 17-27
Number of pages: 127 Posted: 24 Jul 2017
Didier Sornette, Peter Cauwels and Georgi Smilyanov
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich and ETH Zurich
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Citation 2

Abstract:

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gradual portfolio adjustment, international portfolio allocation, predictable excess returns.