A note on the evaluation of long-run investment decisions using the sharpe ratio
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-011-9213-8.pdf
Reference14 articles.
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3. Best R, Hodges C, Yoder J (2007) The sharpe ratio and long-run investment decisions. J Invest 70–76
4. Fama E, French K (1988) Permanent and temporary components of stock prices. Scot J Polit Econ 246–273
5. Hodges C, Walton R, Yoder J (1997) Stocks, bonds, the sharpe ratio, and the investment horizon. Financ Analysts J 74–80
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