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

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

2026.2.5Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-026-01490-0

Abstract

Abstract is not available.

Citation format

KAO, Lie-Jane; LEE, Cheng-Few; LEE, Han-Hsing. Correction: Estimated sharpe ratio of asset returns with fat tails: Theory and empirical evidence. Review of Quantitative Finance and Accounting, 2026.