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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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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
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  Data: THE SAMPLING RELATIONSHIP BETWEEN SHARPE'S PERFORMANCE MEASURE AND ITS RISK PROXY: SAMPLE SIZE, INVESTMENT HORIZON AND MARKET CONDITIONS.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Son-Nan%22">Chen, Son-Nan</searchLink><br /><searchLink fieldCode="AR" term="%22Lee%2C+Cheng+F%2E%22">Lee, Cheng F.</searchLink><relatesTo>1</relatesTo>
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  Data: <searchLink fieldCode="JN" term="%22Management+Science+%28INFORMS%29%22">Management Science (INFORMS)</searchLink>. Jun81, Vol. 27 Issue 6, p607-618. 12p.
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        Value: 10.1287/mnsc.27.6.607
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        Text: English
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        PageCount: 12
        StartPage: 607
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      – TitleFull: THE SAMPLING RELATIONSHIP BETWEEN SHARPE'S PERFORMANCE MEASURE AND ITS RISK PROXY: SAMPLE SIZE, INVESTMENT HORIZON AND MARKET CONDITIONS.
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              Text: Jun81
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