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The Effects of Sample Size and Correlation on the Accuracy of the EV Efficiency Criterion

Erwin Saniga; Nicolas Gressis; Jack Hayya

Journal of Financial and Quantitative Analysis 1979 14(3), 615

Erwin Saniga, Nicolas Gressis, Jack Hayya, The Effects of Sample Size and Correlation on the Accuracy of the EV Efficiency Criterion, The Journal of Financial and Quantitative Analysis, Vol. 14, No. 3 (Sep., 1979), pp. 615-628

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The Effects of Sample Size and Correlation on the Accuracy of the EV Efficiency Criterion