Cenk Ural

Barclays - Risk Analytics and Index Solutions

Director

1301 Sixth Ave

New York, NY 10019

United States

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Scholarly Papers (1)

1.

Uncloaking Campbell and Shiller's CAPE: A Comprehensive Guide to its Construction and Use

Posted: 22 Mar 2016 Last Revised: 22 May 2019
Thomas K. Philips and Cenk Ural
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and Barclays - Risk Analytics and Index Solutions

Abstract:

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CAPE, Shiller's CAPE, Campbell and Shiller's CAPE, Shiller P/E, Expected Return, Valuation Ratio, Campbell and Shiller, Hjalmarsson, Scaled t-test, endogeneity, overlapping observations