CAPE Sector Picking Strategy

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Academic paper

The Many Colours of CAPE

AuthorsFarouk Jivraj; Robert J. Shiller

Institute
  • Fidelity Investments (United States)
  • Fidelity Investments, Inc. - Fidelity Management & Research
  • Imperial College Business School
  • National Bureau of Economic Research
  • National Bureau of Economic Research (NBER)
  • Yale University - Cowles Foundation
  • Yale University - International Center for Finance

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