Author: | Chen, S-N Lee, C. F. |
Title: | The sampling relationship between Sharpe's performance measure and its risk proxy: sample size, investment horizon and market conditions. |
Journal: | Management Science
1981 : JUN, VOL. 27:6, p. 607-618 |
Index terms: | SAMPLING CAPITAL ASSET PRICING PORTFOLIO INVESTMENT |
Language: | eng |
Abstract: |
SCIMA