Quantifying the Challenge of Market Timing (STOXX)
In this whitepaper, Hamish Seegopaul, Global Head of Index Product Innovation at STOXX, introduces a new metric —…
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Enhancing CAPE Models (PMR)
In Enhancing CAPE Models: Leveraging Conditional Clustering-Based Linear Regression to Predict 10 Year U.S. Equity…
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Detecting Mysticism in Asset Markets (Journal of Economic Dynamics & Control)
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