3
논문
66
피인용 합
1981
첫 논문
1988
최근 논문
01저널·주제·방법
저널
MS3
02소속·공저
1985
소속
University of Illinois Urbana-Champaign1981–1986 · 2편
Rutgers, The State University of New Jersey1988 · 1편
불러오는 중…
03논문
3편
- The Generalized Stein/Rubinstein Covariance Formula and Its Application to Estimate Real Systematic Risk
- The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization
- The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions