Stocks, bonds, the sharpe ratio, and the investment horizon

Financial Analysts Journal

Volumn 53, Issue 6, 1997, Pages 74-80

  Hodges, Charles W ^a   Taylor, Walton R L ^b   Yoder, James A ^c  

^a GEORGIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN MISSISSIPPI   (United States)

^c UNIVERSITY OF WEST GEORGIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038185458     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v53.n6.2132     Document Type: Article

References (10)

1. Asness, Clifford S. 1996. "Why Not 100% Equities?" Journal of Portfolio Management, vol. 22, no. 5 (Winter):29-34.
2. Efron, B. 1979. "Bootstrap Methods: Another Look at the Jack Knife." Annals of Statistics, vol. 7, no. 1 (January):1-12.
3. Ibbotson Associates. 1994. 1994 Yearbook of Stocks, Bonds, Bills and Inflation. Chicago: Ibbotson Associates.
4. Levy, Haim. 1972. "Portfolio Performance and the Investment Horizon." Management Science, vol. 18, no. 12 (August):645-53.
5. Levy, Haim, and Deborah Gunthorpe. 1993. "Optimal Investment Proportions in Senior Securities and Equities under Alternative Holding Periods." Journal of Portfolio Management, vol. 19, no. 4 (Summer):30-36.
6. Samuelson, Paul. 1990. "Asset Allocation Could Be Dangerous to Your Health." Journal of Portfolio Management, vol. 16, no. 3 (Spring):5-8.
7. _. 1994. "The Long-Term Case for Equities." Journal of Portfolio Management, vol. 21, no. 1 (Fall):15-24.
8. Sharpe, William F. 1966. "Mutual Fund Performance." Journal of Business, vol. 39, no. 1 (January):119-38.
9. _. 1994. "The Sharpe Ratio." Journal of Portfolio Management, vol. 21, no. 1 (Fall): 49-58.
10. Tobin, James. 1965. "The Theory of Portfolio Selection." In The Theory of Interest Rates, edited by F.H. Hahn and F.P.R. Brechling. London: Macmillan:3-51.