Demographic changes, financial markets, and the economy

RD Arnott, DB Chaves - Financial Analysts Journal, 2012 - Taylor & Francis
Chaves is a senior researcher at Research Affiliates, LLC, Newport Beach, California. …
This broad database provided ample degrees of freedom and delivered surprisingly strong …

Momentum and mean-reversion in commodity spot and futures markets

DB Chaves, V Viswanathan - Journal of Commodity Markets, 2016 - Elsevier
We study momentum and mean-reversion strategies in commodity futures prices and their
relationship to momentum and mean-reversion in commodity spot prices. We find that …

King of the Mountain: the Shiller P/E and macroeconomic conditions

RD Arnott, DB Chaves, T Chow - The Journal of Portfolio …, 2017 - jpm.pm-research.com
Because of mean reversion, the Shiller cyclically adjusted price/earnings (P/E) ratio is a
powerful predictor of long-horizon capital market returns. Like other valuation metrics, however, …

Eureka! A momentum strategy that also works in Japan

DB Chaves - A Momentum Strategy that Also Works in Japan …, 2012 - papers.ssrn.com
This article explores an alternative definition of momentum that is calculated using the
idiosyncratic returns from market regressions. By removing the return component due to market …

Step-up seven-level common-ground transformerless inverter

…, PHM de Vilhena Moura, DB Chaves… - 2021 14th IEEE …, 2021 - ieeexplore.ieee.org
This paper proposes a new multilevel inverter for single-phase transformerless systems. The
main feature of the proposed topology is to synthesize seven output voltage levels with high …

Rebalancing and the value effect

DB Chaves, RD Arnott - Journal of Portfolio Management, 2012 - search.proquest.com
… Decomposing the total returns of these strategies, Chaves and Arnott find that 1) value …
reported in their 2007 “Migration” paper, Chaves and Arnott more specifically attribute much of the …

Initial growth of açaí seedlings in function of basalt powder doses.

MK Welter, VF Melo, EA Chagas, DB Chaves - 2014 - cabidigitallibrary.org
Seedlings production of native fruits is important for its sustainable commercial exploitation.
The objective of this study was to evaluate the development of açaí seedlings as affected by …

Space vector modulation techniques for common-mode voltage reduction in three-phase transformerless split-source inverters

DB Chaves, FB Grigoletto - Eletrônica de Potência, 2020 - journal.sobraep.org.br
Photovoltaic (PV) systems with low input voltage usually employ an input boost converter and
an output inverter. Regarding to this issue, the split-source inverter (SSI) provides a single …

What drives the value premium? Risk versus mispricing: Evidence from international markets

DB Chaves, JC Hsu, V Kalesnik… - Journal of Investment …, 2013 - papers.ssrn.com
Value stocks outperform growth stocks. The academic literature provides two competing
interpretations on what drives the value premium: exposure to risk factors or mispricing of …

A comparative study of feature extraction methods for the diagnosis of Alzheimer's disease using the ADNI database

…, D Salas-Gonzalez, I Álvarez, M López, R Chaves… - Neurocomputing, 2012 - Elsevier
Several approaches appear in literature in order to develop Computed-Aided-Diagnosis (CAD)
systems for Alzheimer's disease (AD) detection. Although univariate models became …