Jan Christian Gerlach

Jan Christian Gerlach

Eidgenössische Technische Hochschule ETH Zürich - Zürich / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203110
Swiss Federal Institute of Technology ETH Zurich
person_outline Jan Christian Gerlach's MOST POPULAR ARTICLES
1-) Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018JC Gerlach, G Demos, D SornetteRoyal Society open science 6 (7), 180643, 20191182019
2-) Forecasting Financial Crashes: A Dynamic Risk Management ApproachJC Gerlach, D Zhao, D SornetteSwiss Finance Institute Research Paper, 202022020
3-) Modelling of Speculative Bubbles and Forecasting of Market CrashesJC GerlachETH Zurich, 202112021
4-) Awareness of crash risk improves Kelly strategies in simulated financial time seriesJC Gerlach, J Kreuser, D SornettearXiv preprint arXiv:2004.09368, 202012020
5-) Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indicesJC Gerlach, JL Kreuser, D SornetteSwiss Finance Institute Research Paper, 20202020