Tag: Reconsidered

Fairness Threat Premium Discussion board: Time period Construction, Imply Reversion, and CAPE Reconsidered

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January 4, 2024

For extra insights on the fairness danger premium from Rob Arnott, Cliff Asness, Mary Ida Compton, Elroy Dimson, William N. ...

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Tag: Reconsidered

Fairness Threat Premium Discussion board: Time period Construction, Imply Reversion, and CAPE Reconsidered

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