Open AccessExpectations of Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical?
Author(s) -
Gene Amromin,
Steven A. Sharpe
Publication year - 2008
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2008.17
Subject(s) - economics , sharpe ratio , credence , portfolio , volatility (finance) , equity (law) , stock (firearms) , dividend , econometrics , market timing , capital asset pricing model , monetary economics , financial economics , finance , mechanical engineering , statistics , mathematics , political science , law , engineering
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