The sharpe ratio and preferences: A parametric approach

Macroeconomic Dynamics

Volumn 6, Issue 2, 2002, Pages 242-265

  Lettau, Martin ^a   Uhlig, Harald ^b  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Equity Premium; Hansen Jagannathan Bounds; Sharpe Ratio; Volatility Bounds

Indexed keywords

EID: 0036004795     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S1365100502031036     Document Type: Article

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