Correction: Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence
Crossref DOI link: https://doi.org/10.1007/s11156-026-01490-0
Published Online: 2026-02-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kao, Lie-Jane
Lee, Cheng-Few
Lee, Han-Hsing
Text and Data Mining valid from 2026-02-05
Version of Record valid from 2026-02-05
Article History
First Online: 5 February 2026