Es-cape-ing from overvalued sectors: Sector selection based on the cyclically adjusted price-earnings (CAPE) ratio

Journal of Portfolio Management

Volumn 41, Issue 1, 2014, Pages 16-33

  Bunn, Oliver ^a   Staal, Arne ^a   Zhuang, Ji ^a   Lazanas, Anthony ^a   Ural, Cenk ^a   Shiller, Robert ^b  

^a Barclays   (United Kingdom)

^b YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84975807159     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2014.41.1.016     Document Type: Article

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