Statistical Analysis of the Sharpe Ratio for the Minimum Value-at-Risk Portfolio
Crossref DOI link: https://doi.org/10.1007/s10958-025-08112-5
Published Online: 2025-12-05
Published Print: 2025-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zabolotskyy, M. V.
Zabolotskyy, T. M.
Tsiapa, O. V.
Text and Data Mining valid from 2025-10-01
Version of Record valid from 2025-10-01
Article History
Received: 6 March 2023
First Online: 5 December 2025