THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
| Year of publication: |
2002
|
|---|---|
| Authors: | Lettau, Martin ; Uhlig, Harald |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 14122339. - Vol. 6.2002, 2, p. 242-265
|