Predicting the Equity Premium with Dividend Ratios
Author:
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Link
https://pubsonline.informs.org/doi/pdf/10.1287/mnsc.49.5.639.15149
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1. Anomalies in relationships between securities' yields and yield-surrogates
2. Investing for the Long Run when Returns Are Predictable
3. Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
4. Strategic asset allocation
5. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
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