Ya solo por la cantidad de papers y articulos a los que referencia vale la pena leerlo y guardar los papers.
- Introducing P-CAPE: Incorporating the Dividend Payout Ratio Improves Investors’ Favorite Estimator of Stock Market Returns
- Catastrophe Bonds as Portfolio Diversifiers: Pros and Cons. They come with risks, but these bonds have low correlation with common asset classes.
- The Many Colours of CAPE
- Stock Prices, Earnings and Expected Dividends
- Predicting Stock Market Returns Using the Shiller CAPE — An Improvement Towards Traditional Value Indicators?
- What Happened to the Size Premium? It’s still here, but investors may need to venture into private equity to use it.