Finance and Economics Discussion Series: Expectations of Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical by Gene Amromin, Steven A. Sharpe

Finance and Economics Discussion Series: Expectations of Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical

Gene Amromin, Steven A. Sharpe

48 pages missing pub info (editions)

nonfiction politics
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Description

Data obtained from special questions on the Michigan Survey of Consumer Attitudes over several years are used to analyze stock market beliefs and portfolio choices of household investors. Consistent with other survey results, expected future retur...

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