An Empirical Analysis of the Risk Properties of Human Capital Returns
By Ignacio Palacios-Huerta. 2003
164 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/365ab5d4bff99d6a153dfef72f96778de908c77c
Citations in the corpus
- Economic Returns to Education: What We Know, What We Don't Know, and Where We Are Going Some Brief Pointers (2011, unknown): “Borrowing directly from the finance literature, Palacios-Huerta (2003) computes the Sharpe ratio of human capital investments for different demographic groups and education levels (the Sharpe ratio of an investment is the ratio of the expected returns to the”
- Real Options and Human Capital Investment (2007, unknown): “Indeed, Palacios-Huerta (2004, 2006) finds that human capital returns include a substantial risk premium.”