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Robustness of adaptive expectations as an equilibrium selection device
Van Zandt, Timothy; Lettau, Martin - In: Macroeconomic dynamics 7 (2003) 1, pp. 89-118
Persistent link: https://www.econbiz.de/10001750284
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The Sharpe ratio and preferences : a parametric approach
Lettau, Martin; Uhlig, Harald - In: Macroeconomic dynamics 6 (2002) 2, pp. 242-265
Persistent link: https://www.econbiz.de/10001659490
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ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE
Van Zandt, Timothy; Lettau, Martin - In: Macroeconomic dynamics 7 (2003) 1, pp. 89-118
Persistent link: https://www.econbiz.de/10006030446
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THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
Lettau, Martin; Uhlig, Harald - In: Macroeconomic dynamics 6 (2002) 2, pp. 242-265
Persistent link: https://www.econbiz.de/10006033608