... But valuations are currently very high, from what I can gather, the market cap weighted S&P P/E is now > 40? Jeff...
3648
leif_ericssen
Apr 1, 2002 6:28 pm
... double ... may ... Haven't looked at aggregate figures for a couple of months but I think I remember the S&P PE at aprox 30 (01 trailing earnings), ...
3649
leif_ericssen
Apr 1, 2002 6:58 pm
... BTW, how much of a difference do you think there is between cap- weighted PEs and un-weighted PEs? I'm thinking that since the 10 largest stocks make up...
3650
Jeff Haferman
jeff_haferman
Apr 1, 2002 10:31 pm
... I've actually been meaning to look at this. I heard (but have not confirmed) that last month Barron's started using a new calculation in computing their...
3651
dariosoares
Apr 2, 2002 11:38 am
I read the book. The author's approach seems reasonable, but applying the model is another story (you will spend a lot of time creating models, like in the...
3652
Gary Funck
unclebux
Apr 2, 2002 4:34 pm
http://biz.yahoo.com/fo/020402/0402mandelbrot_1.html Tuesday April 2, 8:00 am Eastern Time Forbes.com Mandelbrot: A Math Maverick Takes Stock By Matthew Herper...
3653
Robert S.A. Nio
rnio1
Apr 2, 2002 4:52 pm
Just my non-scientific $0.02: Any "tool", which lends itself to mimic "nature", can be used to describe the markets (and all the humans in it). E.g. the...
3654
dariosoares
Apr 2, 2002 5:46 pm
"One solution is to modify the coin-tossing model--to add bells and whistles until the equations match the observations. Mandelbrot thinks this isn't playing...
3655
leif_ericssen
Apr 2, 2002 7:10 pm
Actually, there was some speculation about the implications Mandelbrot distributions in the market some time ago. As it happened the thread died out though. ...
3656
Dalton Mota
thedalton1
Apr 2, 2002 8:07 pm
Do you know of a practical methodology for applying chaos theory to market behavior? ... === message truncated === ...
3657
Robert S.A. Nio
rnio1
Apr 2, 2002 8:49 pm
No, But there was a group of traders (former physicists) who build a system based on chaos theory and made a lot of money; they were interviewed in the Market...
3658
Bilo Selhi
citadel@...
Apr 2, 2002 9:49 pm
in my analysis, they used the word "chaos" to aid in selling their services, their models aren't really based on chaos...they are simply special types of non...
3659
pgreenfinch
Apr 3, 2002 7:23 am
I'm following this debate without having too much opinion, let us say staying in a state of research. One thing that seems important in chaos theory is...
3660
pgreenfinch
Apr 3, 2002 7:27 am
I mean, is a model that guaranty you more or less that you will be bankrupt 1 % of the time, let us say one day in the next 100 day period, the best thing in...
3661
Dalton Mota
thedalton1
Apr 3, 2002 2:03 pm
... I belive VaR can enlight a given financial situation. The term optimization in real-life problems is very subjective. I think VaR is a rational but limited...
3662
arnold_barr@...
bang19119
Apr 3, 2002 2:40 pm
I agree with P. Greenfinch that if we can recognize a "bifurcation" or a "tipping point" coming, we can act to avoid it. My understanding is that these events...
3663
leif_ericssen
Apr 3, 2002 3:38 pm
I've no strong opinions either (mostly because I don't know enough to have an opinion!) other than my observation from way back that the implications of such...
3664
leif_ericssen
Apr 3, 2002 6:07 pm
... Could be here's a new technical indicator based on the relative weighted/unweighted PEs of indexes?...
3665
raoul seashe
xkensmith
Apr 4, 2002 5:43 pm
I've recently joined the group and have been following, at a distance, the group's desire to create a predictive model based on past market activity. What...
3666
leif_ericssen
Apr 5, 2002 2:05 am
... distance, the group's desire to create a predictive model based on past market activity. ... you wanted to manipulate the market by touching those elements...
3667
Okay, Nesrin
okay@...
Apr 5, 2002 12:59 pm
Dear Friends, I am doing a research in risk management in banking, I appreciate your advices about articles and cases on this subject. Best nes ... From:...
3668
Martin Sewell
martinsewell1
Apr 5, 2002 1:10 pm
... Some papers here: http://www.behaviouralfinance.net/papers/risk/ Regards Martin...
3669
pgreenfinch
Apr 5, 2002 2:46 pm
http://groups.yahoo.com/group/Finance-Academy/ http://www.garp.com ... From: "Okay, Nesrin" <okay@...> To: <Behavioral-Finance@yahoogroups.com> Sent:...
3670
bartol00@...
bartol00
Apr 5, 2002 3:26 pm
Dear All, I'm a Ph.D students in Econoimc, and I'm doing a research in Bf. The topic of My Ph.D thesis is (more or less...still a "work in progress")...
3671
Martin Sewell
martinsewell1
Apr 5, 2002 3:47 pm
... For your literature review: http://www.behaviouralfinance.net/papers/overreaction/ Regards Martin...
3672
raoul seashe
xkensmith
Apr 5, 2002 4:45 pm
Are you looking a a market over reaction or over reaction at the individual stock level? I would think that the melt down of the dot.coms would provide a...
3673
bartol00@...
bartol00
Apr 5, 2002 6:33 pm
Ken, you're all right. I didn't specified what kind of overreaction i'm looking at! I'm thinking about overreaction at the individual stock level, due to the ...
3674
pgreenfinch
Apr 6, 2002 7:20 am
Hi, all members ! After a 3 month interruption (how come nobody claimed ?), and with one month to go to reach the 2 year age, time is up for a new "monthly"...
3675
Bob Bronson
bobbronson2001
Apr 7, 2002 3:07 am
Is this helpful? "...a new study by Ned Davis Research in which they calculated the S&P 500 median P/E ratio for the last 28 years. This method treats the big...
3676
cagdas ozan ates
cagdasozanates
Apr 7, 2002 10:22 am
Hi everybody, since it is sunday, I thought maybe we need some smile..I think this is a good work about understanding different forms of capitalism:) Have a...
