The Sharpe ratio and preferences: A parametric approach

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@article{55e7541daf0e441b895c4825a13b5eec,

title = "The Sharpe ratio and preferences: A parametric approach",

author = "M. Lettau and H.F.H.V.S. Uhlig",

note = "DP9760 Pagination: 23",

year = "2002",

language = "English",

volume = "6",

pages = "242--265",

journal = "Macroeconomic Dynamics",

issn = "1365-1005",

publisher = "Cambridge University Press",

number = "2",

}