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THE SAMPLING RELATIONSHIP BETWEEN SHARPE'S PERFORMANCE MEASURE AND ITS RISK PROXY: SAMPLE SIZE, INVESTMENT HORIZON AND MARKET CONDITIONS.

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Bibliographic Details
Title: THE SAMPLING RELATIONSHIP BETWEEN SHARPE'S PERFORMANCE MEASURE AND ITS RISK PROXY: SAMPLE SIZE, INVESTMENT HORIZON AND MARKET CONDITIONS.
Authors: Chen, Son-Nan, Lee, Cheng F.1
Source: Management Science (INFORMS). Jun81, Vol. 27 Issue 6, p607-618. 12p.
Database: Business Source Ultimate
Description
ISSN:00251909
DOI:10.1287/mnsc.27.6.607