Stock market crashes : predictable and unpredictable and what to do about them

Introduction -- Discovery of the bond-stock earnings yield differential model -- Prediction of the 2007-2009 stock market crashes in the US, China and Iceland -- The high price-earnings stock market danger approach of Campbell and Shiller versus the BSEYD model -- Other prediction models for the big crashes averaging -25% -- Effect of Fed meetings and small-cap dominance -- Using Zweig's monetary and momentum models in the modern era -- Analysis and possible prediction of declines in the -5% to -15% range -- A stopping rule model for exiting bubble-like markets with applications -- A simple procedure to incorporate predictive modelsin stochastic investment models