[PDF][PDF] Will valuation ratios revert to historical means?

JB Carlson, EA Pelz, ME Wohar - The Journal of Portfolio Management, 2002 - Citeseer
Stock market participants experienced both exhil-aration and disappointment during the past
decade. Their experience accompanies a great debate on stock market valuation. At one …

BankCaR (Bank Capital-at-Risk): A credit risk model for US commercial bank charge-offs

J Frye, EA Pelz - 2008 - papers.ssrn.com
BankCaR is a credit risk model that forecasts the distribution of a commercial bank's charge-offs.
The distribution depends only on systematic factors; BankCaR takes each bank and …

Do Energy-Price Shocks Affect Core-Price Measures?

O Humpage, EA Pelz - 2002 - papers.ssrn.com
This paper investigates the relationship between energy-price shocks and three core
measures of inflation in a vector autoregression model that incorporates measures of monetary …

Locally self-similar, finite-time collapse in a high-symmetry vortex filament model

RB Pelz - Physical Review E, 1997 - APS
… This solution is similar to the candidate singular flow suggested by Boratav and Pelz Phys.
Fluids 6, 2757 1994 in their large-scale pseudospectral simulations. The steady inner solution …

BankCaR (Bank Capital-At-Risk): A Credit Risk Model for US Commercial Bank Charge-Offs, Working Paper 2008-03

J Frye, EA Pelz - 2008 - fraser.stlouisfed.org
BankCaR is a credit risk model that forecasts the distribution of a commercial bank's charge-offs.
The distribution depends only on systematic factors; BankCaR takes each bank and …

Will the Valuation Ratios Revert to their Historical Means? Some Evidence from Breakpoint Tests, Working Paper 01-13

JB Carlson, EA Pelz, ME Wohar - 2001 - fraser.stlouisfed.org
If valuation ratios return to their historical means any time soon, then equity prices must fall
substantially, or earnings and dividends must accelerate sharply, or some combination of …

An analysis of the traveler's dilemma with experimental evidence

EA Pelz - 1999 - digitalcommons.oberlin.edu
Game theory studies how people should respond in strategic situations and is naturally
used for predictive purposes. The optimal strategy predictions yielded by game theoretic …

The emergence of spatial patterns for compartmental reaction kinetics coupled by two bulk diffusing species with comparable diffusivities

M Pelz, MJ Ward - … Transactions of the Royal Society A, 2023 - royalsocietypublishing.org
Originating from the pioneering study of Alan Turing, the bifurcation analysis predicting
spatial pattern formation from a spatially uniform state for diffusing morphogens or chemical …

Do Energy-Price Shocks Affect Core-Price Measures?, Working Paper 02-15

OF Humpage, EA Pelz - 2002 - fraser.stlouisfed.org
This paper investigates the relationship between energy-price shocks and three core
measures of inflation in a vector autoregression model that incorporates measures of monetary …

Striped Phase and Temperature Dependent Step Shape Transition on Highly B-Doped Si(001)-( ) Surfaces

DE Jones, JP Pelz, Y Hong, E Bauer, IST Tsong - Physical review letters, 1996 - APS
… where EA is the SA step energy per unit length, F0 is the … (3) a Binduced decrease in EA,
would produce a strong decrease in … boron lowers the SA step energy EA. The left part of Fig. 3 …