The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions

B-Tier

Journal: Management Science

Year: 1981

Volume: 27

Issue: 6

Pages: 607-618

Authors (2)

Son-Nan Chen (Shanghai Jiao Tong University) Cheng F. Lee (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count