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pro vyhledávání: '"Ravi Tolani"'
Publikováno v:
The Journal of Portfolio Management. 44:43-55
The accuracy of U.S. stock return forecasts based on the cyclically-adjusted P/E (CAPE) ratio has deteriorated since 1985. A primary reason has been that traditional CAPE regressions assume the CAPE ratio reverts mechanically to its long-run average,
Publikováno v:
SSRN Electronic Journal.
The accuracy of U.S. stock return forecasts based on the cyclically-adjusted P/E (CAPE) ratio has deteriorated since 1985. The issue is not the CAPE ratio, but CAPE regressions that assume it reverts mechanically to its long-run average. Our approach
Publikováno v:
Practical Applications. 6:1.9-6
Practical Applications Summary In Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach , published in the Winter 2018 issue of The Journal of Portfolio Management , authors Joseph Davis, Roger Aliaga-Diaz, Harshdeep Ahluwalia (all
Autor:
Ravi Tolani, Fong-Yuen Ding
Publikováno v:
Computers & Industrial Engineering. 45:375-392
A mixed-model assembly line is widely used nowadays in industry. Effectively applying mixed-model assembly can result in smooth part usage and balanced workloads on the assembly line. The problem of production planning in terms of scheduling various