Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?
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- Gene Amromin & Steven A. Sharpe, 2009. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
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"Financial Stability Monitoring,"
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Keywords
Stockholders; Stocks;NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2008-04-29 (Macroeconomics)
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