@unpublished{publication-5602,
	author={Woehrmann, Peter and Semmler, Willi and Lettau, Martin},
	institution={University of Zurich},
	issn={1424-0459},
	number={No. 225},
	series={Working paper series / Institute for Empirical Research in Economics},
	title={Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models},
	year=2005,
}