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Enhancing CAPE Models: Leveraging Conditional Clustering-Based Linear Regression to Predict 10-Year US Equity Returns

Year: 2024

Type: article

Source: The Journal of Financial Data Science

DOI: 10.3905/jfds.2024.6.4.010

Authors: Boyu Wu, Kevin J. DiCiurcio

Institution: Vanguard (United States)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403982627

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