The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions
Year of publication: |
1981
|
---|---|
Authors: | Chen, Son-Nan ; Lee, Cheng F. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 27.1981, 6, p. 607-618
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | finance: investments | portfolio | statistics: sampling |
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