The Sharpe ratio and preferences: A parametric approach

M. Lettau, H.F.H.V.S. Uhlig

Research output: Contribution to journalArticleScientificpeer-review

21 Citations (Scopus)
Original languageEnglish
Pages (from-to)242-265
Number of pages23
JournalMacroeconomic Dynamics
Volume6
Issue number2
Publication statusPublished - 2002

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