Harshdeep Ahluwalia

The Vanguard Group, Inc.

100 Vanguard Blvd

Malvern, PA 19355

United States

SCHOLARLY PAPERS

2

DOWNLOADS

581

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Best of Both Worlds: Forecasting US Equity Market Returns using a Hybrid Machine Learning – Time Series Approach

Number of pages: 28 Posted: 11 Dec 2019
The Vanguard Group, Inc., The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group
Downloads 581 (50,677)

Abstract:

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machine learning, stock return forecasting, return predictability, CAPE ratio

2.

Improving U.S. Stock Return Forecasts: A 'Fair-Value' Cape Approach

Posted: 10 Jun 2017 Last Revised: 13 Sep 2017
Joseph H. Davis, Roger A Aliaga-Diaz, Harshdeep Ahluwalia and Ravi Tolani
The Vanguard Group, The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group, Inc.

Abstract:

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Stock returns, return predictability, CAPE ratio