Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio
Year of publication: |
2004-08-11
|
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Authors: | Yun, Tack ; Rhee, Wooheon |
Institutions: | Econometric Society |
Subject: | Quasi-Geometric Discounting | Observable and Unobservable Asset Returns | the Sharpe Ratio |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society North American Summer Meetings 2004 Number 243 |
Classification: | E32 - Business Fluctuations; Cycles ; G12 - Asset Pricing |
Source: |
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