Smarter CAPE Ratio Stock Returns

A Smarter CAPE Ratio To Better Forecast Expected Stock Returns

Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach

  • Joseph Davis, Roger Aliaga-Diaz, Harshdeep Ahluwalia, and Ravi Tolani
  • Journal of Portfolio Management
  • A version of this paper can be found here
  • Want to read our summaries of academic finance papers? Check out our Academic Research Insight category

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