Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash

Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets

1988 • 1,253 citations

Survey evidence on diffusion of interest and information among investors

1989 • 601 citations

An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies

1988 • 336 citations

Who Should Buy Portfolio Insurance?

1980 • 81 citations

Stochastic Models for Social Processes (3rd Edition)

1982 • 3 citations