The Sharpe Ratio and Long-Run Investment Decisions

We investigate the empirical relationship between the Sharpe ratio and the investment horizon for portfolios of small stocks, large stocks, and corporate bonds. Sharpe ratios are calculated for holding periods of one through 25 years using returns generated by a simulation procedure that preserves s...

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Bibliographic details
Volume: 16
Main Author: Best, Ronald W
Hodges, Charles W
Yoder, James A
Format: Journal Article
Language: English
Place of publication: London Pageant Media 31.05.2007
published in: The Journal of investing Vol. 16; no. 2; pp. 70 - 76
Data of publication: 2007-05-31
ISSN: 1068-0896
EISSN: 2168-8613
Discipline: Business
Online Access: available in Bonn?
Database: CrossRef
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