THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (Q4551761)
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scientific article; zbMATH DE number 1791801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH |
scientific article; zbMATH DE number 1791801 |
Statements
THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (English)
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28 August 2002
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Sharpe ratio
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Hansen-Jagannathan bounds
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volatility bounds
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equity premium
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