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Es-cape-ing from Overvalued Sectors:
Sector
Selection Based on the Cyclically Adjusted
Price-Earnings (CAPE) Ratio
Oliver Bunn
,
Arne Staal
,
Ji Zhuang
,
Anthony Lazanas
,
Cenk Ural
,
Robert Shiller
Article
| Published in 2014
in
The Journal of Portfolio Management
41 (1)
DOI:
10.3905/jpm.2014.41.1.016
Selected Facets
2014
(Publication date)
Topics
Accounting and ratio analysis
1
In Markets
1
Portfolio construction
1