Emotions and Subjective Crash Beliefs (Shiller et al.)
Over the past two decades, respondents to the Shiller Investor Confidence Surveys assess the probability of a…
Over the past two decades, respondents to the Shiller Investor Confidence Surveys assess the probability of a…
In previous publications Robeco showed that high CAPE ratios are indicative of higher expected downside risk and…
Enhanced Indexing has re-emerged as an essential arrow in investors’ quivers, revitalized and retooled for today.…
We propose a novel framework for analyzing linear asset pricing models: simple, robust, and applicable to high-…