Past returns and the perceived Sharpe ratio
Guy Kaplanski, Haim Levy, Chris Veld, Yulia Veld-Merkoulova
| Year of publication: |
March 2016
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|---|---|
| Authors: | Kaplanski, Guy ; Levy, Haim ; Veld, Chris H. ; Veld- Merkoulova, Yulia |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 123.2016, p. 149-167
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| Subject: | Expected return | Perceived risk | Perceived Sharpe ratio | Market efficiency | Random walk | Kapitaleinkommen | Capital income | Risiko | Risk | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Random Walk | Risikopräferenz | Risk attitude | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2015.11.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011584254