Forecasts Based on Demographic Predictions

Last updated on Apr 27, 2022

This is a project jointly with Chaoyi Chen, Nikolay Gospodinoc, and Alex Maynard. The first paper in this project investigates stock valuation and return forecasts based on demographic predictions.

Elena Pesavento
Elena Pesavento
Associate Professor

My research interests include distributed robotics, mobile computing and programmable matter.

Publications

Long-Horizon Stock Valuation and Return Forecasts Conditional on Demographic Projections

We incorporate low-frequency information from demographic variables into a simple predictive model to forecast stock valuations and …
Chen C., Gospodinov N., Maynard A., Pesavento E.
PDF Project Online Appendix