THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH

Volume 6
Issue 02 - Apr 2002
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<div style="background: #FFFFFF; margin: 10px 10px 10px 10px; padding: 10px 10px 10px 20px; text-align: left; border-top: 1px dashed #a5bbd1; border-left: 10px solid #a5bbd1; font-family: Verdana, Geneva, sans-serif;"><br> <div style="font-size: 12px; padding: 0px 0px 10px 0px; font-weight:bold; color: #003366;">THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH</div><br><div style="font-size: 10px;"><b>Martin Lettau and Harald Uhlig (2002).</b><br /> <a href="http://journals.cambridge.org/action/displayJournal?jid=MDY">Macroeconomic Dynamics</a>, <a href="http://journals.cambridge.org/action/displayJournal?jid=MDY&volumeId=6&bVolume=y#loc6 ">Volume 6</a>, <a href="http://journals.cambridge.org/action/displayIssue?jid=MDY&volumeId=6&issueId=02&iid=106107"> Issue 02</a>, April 2002 pp 242-265 <br/> <a href="http://journals.cambridge.org/action/displayAbstract?aid=106107">http://journals.cambridge.org/action/displayAbstract?aid=106107</a></div></div>
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THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH

Martin Lettau and Harald Uhlig (2002).
Macroeconomic Dynamics, Volume 6, Issue 02, April 2002 pp 242-265 http://journals.cambridge.org/action/displayAbstract?aid=106107

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Macroeconomic Dynamics (2002), 6 : 242-265 Cambridge University Press

Copyright © 2002 Cambridge University Press

doi:10.1017/S1365100502031036 (About doi)

Published online by Cambridge University Press 16 May 2002

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Macroeconomic Dynamics (2002), 6 : 242-265 Cambridge University Press

Copyright © 2002 Cambridge University Press

doi:10.1017/S1365100502031036 (About doi)

Published online by Cambridge University Press 16 May 2002