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| 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: |
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