Macroeconomic Dynamics (2002), 6 : 242-265 Cambridge University Press
Copyright © 2002 Cambridge University Press
Published online by Cambridge University Press 16 May 2002
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http://journals.cambridge.org/action/displayAbstract?aid=106107
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Martin Lettau
and Harald Uhlig
(2002).
THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH. Macroeconomic Dynamics,
6
,
pp 242-265
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