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Federal Reserve Bank of Chicago and Federal Reserve Board
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@MISC{Amromin_federalreserve,
author = {Gene Amromin and Steven A. Sharpe and Gene Amromin and Steven A. Sharpe},
title = {Federal Reserve Bank of Chicago and Federal Reserve Board},
year = {}
}
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Abstract
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary materials circulated to stimulate discussion and critical comment. The analysis and conclusions set forth are those of the authors and do not indicate concurrence by other members of the research staff or the Board of Governors. References in publications to the Finance and Economics Discussion Series (other than acknowledgement) should be cleared with the author(s) to protect the tentative character of these papers. Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?
