Composite performance measures and risk proxies : sample size, investment horizon and market condition / BEBR No. 412

Chen, Son-Nan; Lee, Cheng F.

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https://hdl.handle.net/2142/27238 Copy

Description

Title

Composite performance measures and risk proxies : sample size, investment horizon and market condition / BEBR No. 412

Author(s)

• Chen, Son-Nan
• Lee, Cheng F.

Contributor(s)

University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Issue Date

1977-06-30

Keyword(s)

• Investments -- Mathematical models.
• Risk.

Publisher

[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working papers ; no. 412

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/27238

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:compositeperform412chen
• http://www.archive.org/details/compositeperform412chen

Copyright and License Information

Copyright June 30 1977 Board of Trustees University of Illinois.

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