A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
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More about this item
KeywordsAsset allocation; Equity premium; Debt premium; Sharpe Ratio; Market segmentation; G11; G12; G14;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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