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THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
Lettau, Martin; Uhlig, Harald - In: Macroeconomic Dynamics 6 (2002) 02, pp. 242-265
Persistent link: https://www.econbiz.de/10005120176
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ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE
Van Zandt, Timothy; Lettau, Martin - In: Macroeconomic Dynamics 7 (2003) 01, pp. 89-118
Persistent link: https://www.econbiz.de/10005120253
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THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
Lettau, Martin; Uhlig, Harald - In: Macroeconomic Dynamics 5 (2001) 04, pp. 1-24
Persistent link: https://www.econbiz.de/10010666367