The Predictive Ability of the Bond-Stock Earnings Yield Differential Model
Klaus Berge, Giorgio Consigli and William T. Ziemba
The Journal of Portfolio Management Spring 2008, 34 (3) 63-80; DOI: https://doi.org/10.3905/jpm.2008.706245
Klaus Berge
a financial controller for Allianz SE in Munich, Germany.
Giorgio Consigli
An associate professor in the Department of Mathematics, Statistics, and Computer Science at the University of Bergamo in Bergamo, Italy.
William T. Ziemba
Alumni Professor of Financial Modeling and Stochastic Optimization, Emeritus at the University of British Columbia in Vancouver, BC, Canada., and Visiting Professor at the Mathematical Institute, Oxford University and the ICMA Centre, University of Reading.
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The Predictive Ability of the Bond-Stock Earnings Yield Differential Model
Klaus Berge, Giorgio Consigli, William T. Ziemba
The Journal of Portfolio Management Apr 2008, 34 (3) 63-80; DOI: 10.3905/jpm.2008.706245