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Bridge over ocean
1 March 1999 Research Foundation

Long-Range Forecasting (Full Monograph PDF)

This monograph introduces simple "investment value" models for forecasting longer-range returns to stocks and bonds.

  1. William S. Gray, CFA

Long-Range Forecasting (Full Monograph PDF) View the full book (PDF)

This monograph introduces simple "investment value" models for forecasting longer-range returns to stocks and bonds. The author based the models on patterns of longer-range financial market behavior visible in 1926-1996 data. He describes the derivation of the models, their factors, tests of the models, and the implications of his findings for investment management.