THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
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Publication:4551761
DOI10.1017/S1365100502031036zbMath1005.91035MaRDI QIDQ4551761
Harald F. Uhlig, Martin Lettau
Publication date: 28 August 2002
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
91B08: Individual preferences
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