{"title":"The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions","authors":"Sonnan Chen, Cheng-Few Lee","doi":"10.1142/9789811202391_0069","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":188545,"journal":{"name":"Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning","volume":"16 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/9789811202391_0069","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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