The Sharpe ratio and preferences

A parametric approach

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

Research output: Contribution to journalArticleScientificpeer-review

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

Cite this

Lettau, M., & Uhlig, H. F. H. V. S. (2002). The Sharpe ratio and preferences: A parametric approach. Macroeconomic Dynamics, 6(2), 242-265.
Lettau, M. ; Uhlig, H.F.H.V.S. / The Sharpe ratio and preferences : A parametric approach. In: Macroeconomic Dynamics. 2002 ; Vol. 6, No. 2. pp. 242-265.
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Lettau, M & Uhlig, HFHVS 2002, 'The Sharpe ratio and preferences: A parametric approach', Macroeconomic Dynamics, vol. 6, no. 2, pp. 242-265.

The Sharpe ratio and preferences : A parametric approach. / Lettau, M.; Uhlig, H.F.H.V.S.

In: Macroeconomic Dynamics, Vol. 6, No. 2, 2002, p. 242-265.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - The Sharpe ratio and preferences

T2 - A parametric approach

AU - Lettau, M.

AU - Uhlig, H.F.H.V.S.

N1 - DP9760 Pagination: 23

PY - 2002

Y1 - 2002

M3 - Article

VL - 6

SP - 242

EP - 265

JO - Macroeconomic Dynamics

JF - Macroeconomic Dynamics

SN - 1365-1005

IS - 2

ER -