A stylized model for long-run index return dynamics
Year of publication: |
2016
|
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Authors: | Angelini, Natascia ; Bormetti, Giacomo ; Marmi, Stefano ; Nardini, Franco |
Published in: |
Essays in economic dynamics : theory, simulation analysis, and methodological study. - Singapore : Springer, ISBN 978-981-10-1520-5. - 2016, p. 111-122
|
Subject: | Shiller's Cyclically Adjusted Price-to-Earning ratio | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis |
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