Shiller's CAPE and Forward Real Returns in India

2021 ◽  
Author(s):  
Rajan Raju
Keyword(s):  
Real Returns

The Impact of Inflation Measures on the Real Returns and Risk of U.S. Stocks

CFA Digest ◽  
2006 ◽  
Vol 36 (3) ◽  
pp. 36-37
Author(s):  
Brendan F. O'Connell
Keyword(s):  
The Real ◽  
Real Returns ◽  
The Impact

scholarly journals Household Wealth: Low-Yielding and Poorly Structured?

2021 ◽  
Vol 14 (3) ◽  
pp. 99
Author(s):  
Marc Peter Radke ◽  
Manuel Rupprecht
Keyword(s):  
Household Wealth ◽  
Financial Advisors ◽  
Investment Fund ◽  
Data Set ◽  
Public And Private ◽  
Consistent Manner ◽  
Widespread Belief ◽  
International Comparative ◽  
Real Returns ◽  
Mean Variance

In this paper, we present a newly generated data set on real returns of households’ aggregated asset holdings, which adds additional and more sophisticated information to existing relevant datasets in the literature. To do this, we draw on various datasets from public and private sources and then transform and combine them in a consistent manner that allows for international comparative and intertemporal analyses. Based on this, we address two current debates on the development of household wealth in the euro area that have been triggered by the low-interest environment. The first debate refers to the development of real yields on household wealth from 2000 to 2018, whereas the second debate deals with the mean-variance efficiency of household portfolios. Contrary to widespread belief, we find that yields on total wealth, which were largely dominated by non-financial assets’ yields, were mostly positive, although they exhibit a declining trend. Moreover, on average, overall real yields were significantly lower after 2008. Referring to portfolio efficiency, we find that current portfolios seem to be comparatively close to mean-variance efficiency. If households were to optimize their portfolios despite limited room for improvement, holdings of equity and investment fund shares should be reduced, contradicting common recommendations of financial advisors.

“Intelligent” Optimal Design

2000 ◽  
Author(s):  
Joseph Zarka
Keyword(s):  
Optimal Design ◽  
Numerical Simulations ◽  
Constitutive Modeling ◽  
Initial State ◽  
Practical Solution ◽  
Real Definition ◽  
The World ◽  
Definition Of ◽  
Real Returns

Abstract The engineers have to face very important problems in the design, the test, the survey and the maintenance of their structures. These problems did not yet get full answer even from the best people in the world. Usually in these problems (such as no satisfactory constitutive modeling of materials, no real control of the accuracy of the numerical simulations, no real definition of the initial state and/or the effective loading of the structure), there is no solution and the experts do not understand the problem in its whole. Moreover, the available data may be not statistically representative (i.e. are in limited number), fuzzy, qualitative and missing in part. We propose a practical solution the «Intelligent Optimal Design of Materials and Structures» where the actual best knowledges of the researchers/experts are intelligently mixed to the results of experiments or real returns.

The Impact of Inflation Measures on the Real Returns and Risk of U.S. Stocks

2006 ◽  
Vol 41 (1) ◽  
pp. 77-94 ◽  
Author(s):  
Charles P. Jones ◽  
Jack W. Wilson
Keyword(s):  
The Real ◽  
Real Returns ◽  
The Impact

scholarly journals Rule Britannia! British Stock Market Returns, 1825-1870

2009 ◽  
Vol 69 (4) ◽  
pp. 1107-1137 ◽  
Author(s):  
Graeme G. Acheson ◽  
Charles R. Hickson ◽  
John D. Turner ◽  
Qing Ye
Keyword(s):  
United States ◽  
Stock Market ◽  
The United States ◽  
Equity Returns ◽  
British History ◽  
Market Returns ◽  
Stock Market Returns ◽  
Survivorship Bias ◽  
Real Returns ◽  
Modern Era

This article presents a new series of monthly equity returns for the British stock market for the period 1825-1870. In addition to calculating capital appreciation and dividend yields, the article also estimates the effect of survivorship bias on returns. Three notable findings emerge from this study. First, stock market returns in the 1825-1870 period are broadly similar for Britain and the United States, although the British market is less risky. Second, real returns in the 1825-1870 period are higher than in subsequent epochs of British history. Third, unlike the modern era, dividends are the most important component of returns.

More Real Returns to Medical Education

1976 ◽  
Vol 11 (1) ◽  
pp. 127 ◽  
Author(s):  
Cotton M. Lindsay
Keyword(s):  
Medical Education ◽  
Real Returns

scholarly journals “Intelligent” Optimal Design of Materials and Structures What Does it Mean?

2000 ◽  
Author(s):  
Joseph Zarka
Keyword(s):  
Optimal Design ◽  
Numerical Simulations ◽  
Constitutive Modeling ◽  
Initial State ◽  
Practical Solution ◽  
The Real ◽  
Real Definition ◽  
The World ◽  
Definition Of ◽  
Real Returns

Abstract The engineers have to face very important problems in the design, the test, the survey and the maintenance of their structures. These problems did not yet get full answer even from the best people in the world. Usually in these problems (such as no satisfactory constitutive modeling of materials, no real control of the accuracy of the numerical simulations, no real definition of the initial state and/or the effective loading of the structure), there is no solution and the experts do not understand the problem in its whole. Moreover, the available data may be not statistically representative (i.e. are in limited number), fuzzy, qualitative and missing in part. We propose a practical solution the «Intelligent Optimal Design of Materials and Structures» where the actual best knowledges of the researchers/experts are intelligently mixed to the results of experiments or real returns. Several examples of applications are given in this serial set of papers to explain the real meaning and power of this approach.

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