THE SAMPLING RELATIONSHIP BETWEEN SHARPES PERFORMANCE-MEASURE AND ITS RISK PROXY - SAMPLE-SIZE, INVESTMENT HORIZON AND MARKET CONDITIONS

• 成果类型: Article
• 署名作者: CHEN, SN; LEE, CF
• 署名单位: Virginia Polytechnic Institute & State University; University of Illinois System; University of Illinois Urbana-Champaign
• 刊物名称: MANAGEMENT SCIENCE
• ISSN/ISSBN: 0025-1909
• DOI: 10.1287/mnsc.27.6.607
• 发表日期: 1981
• 页码: 607-618