The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization
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References listed on IDEAS
- Ian I. Mitroff, 1972. "The Myth of Objectivity OR Why Science Needs a New Psychology of Science," Management Science, INFORMS, vol. 18(10), pages 613-618, June.
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- Darolles, Serge & Gourieroux, Christian, 2010.
"Conditionally fitted Sharpe performance with an application to hedge fund rating,"
Journal of Banking & Finance,
Elsevier, vol. 34(3), pages 578-593, March.
- Serge Darolles & Christian Gourieroux, 2010. "Conditionally fitted Sharpe performance with an application to hedge fund rating," Post-Print halshs-00677727, HAL.
- Chiou, Wan-Jiun Paul & Lee, Alice C. & Lee, Cheng-Few, 2010. "Stock return, risk, and legal environment around the world," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 95-105, January.
- Mahmoud Haddad & Ghassem Homaifar & Said Elfakhani & Hikmat Ahmedov, 2008. "Intertemporal Test of Beta Stationarity Performance of Islamic Sector Structured Mutual Funds," Working Papers 427, Economic Research Forum, revised 09 Jan 2008.
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KeywordsSharpe; Treynor and Jensen measures; sample size; investment horizon;
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