[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 …
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 …
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 …
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 …
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 …
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 …
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 …
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
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 …
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 …
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 …
would produce a strong decrease in … boron lowers the SA step energy EA. The left part of Fig. 3 …