Correction: Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence

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Journal
Review of Quantitative Finance and Accounting
Published
2026-02-05
DOI
https://doi.org/10.1007/s11156-026-01490-0
Primary Topic
Financial Markets and Investment Strategies
Type
article
Field-Weighted Citation Impact
0.00
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article

Correction: Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence

Lie-Jane Kao, Cheng-Few Lee, Han-Hsing Lee
Review of Quantitative Finance and Accounting
Financial Markets and Investment Strategies
article

Correction: Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence

Lie-Jane Kao, Cheng-Few Lee, Han-Hsing Lee
article en

Abstract

No abstract available for this paper.
Review of Quantitative Finance and Accounting
Rutgers, The State University of New Jersey (US), National Yang Ming Chiao Tung University (TW), Takming University of Science and Technology (TW)
Decent work and economic growth
Openalex Percentile: Top 69%
Financial Markets and Investment Strategies
DOIOpen Access PDFOpenAlex
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Correction: Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence — Lie-Jane Kao, Cheng-Few Lee, et al. · Review of Quantitative Finance and Accounting (2026) | TGRS Research Map | TGRS