Composite performance measures and risk proxies
Subtitle: sample size, investment horizon and market condition
By: Son-Nan Chen and Cheng F. Lee
Contributors: Lee, Cheng F. joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: Faculty working papers -- no. 412; Faculty working papers -- no. 412.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1977
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 23
Subjects: Mathematical models; Investments; Risk
Notes: Includes bibliographical references (leaves 22-23).