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Jan-Christian Gerlach

Swiss Finance Institute (from arXiv:1804.06261, 2018) · ORCID · OpenAlex

3 papers in scope · 2 published · 2 on the econ.EM arXiv · 4 citations · h-index 1 (over the papers listed here)

Papers

(2 of 3)

Awareness of crash risk improves Kelly strategies in simulated financial time series
working paper2020 · arXiv
with Jérôme Kreuser, Didier Sornette
Paper profile arXiv arXiv:2004.09368
Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices
published2020 · Swiss Finance Institute Research Paper Series
with J-C Gerlach, Jérôme Kreuser, Didier Sornette
Swiss Finance Institute Research Paper Series
Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018
published2019 · Royal Society Open Science · 4 citations · first circulated 2018
with Guilherme Demos, Didier Sornette
Paper profile Royal Society Open Science arXiv:1804.06261

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.