THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
| Year of publication: |
2002
|
|---|---|
| Authors: | Lettau, Martin ; Uhlig, Harald |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 6.2002, 02, p. 242-265
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |