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The Effects of the Sample Size, the Investment Horizon and Market Conditions on the Validity of Composite Performance Measures: A Generalization
Chen, Son-Nan, (1986)
The Sampling Relationship Between Sharpe's Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions
Chen, Son-Nan, (1981)
Bayesian and mixed estimators of time varying bates
Chen, Son-Nan, (1982)