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Lettau, Martin
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Macroeconomic Dynamics
NBER working paper series
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1
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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2
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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3
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
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