Stocks, Bonds, the Sharpe Ratio, and the Investment Horizon-Reference-Cited by-同舟云学术

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Stocks, Bonds, the Sharpe Ratio, and the Investment Horizon

Published:1997-11 Issue:6 Volume:53 Page:74-80
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Hodges Charles W.¹,Taylor Walton R.L.²,Yoder James A.³

Affiliation:

1. Charles W. Hodges is an assistant professor of finance at Georgia State University.

2. Walton R.L. Taylor is a professor of finance at University of Southern Mississippi.

3. James A. Yoder is an associate professor of finance at State University of West Georgia.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v53.n6.2132

Reference10 articles.

1. Why Not 100% Equities

2. Bootstrap Methods: Another Look at the Jackknife

3. Portfolio Performance and the Investment Horizon

4. Optimal Investment Proportions in Senior Securities and Equities Under Alternative Holding Periods

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