Woo heon Rhee

Kyung Hee University

Dongdaemun-ku

Seoul, Gyeonggi-Do 446-701

Korea, Republic of (South Korea)

  • Kyung Hee University

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Scholarly Papers (1)

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Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio

Number of pages: 43 Posted: 16 Jun 2004
Woo heon Rhee and Tack Yun
Kyung Hee University and Kookmin University
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Abstract:

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Quasi-Geometric Discounting; Observable and Unobservable Asset Returns; The Sharp Ratio