Access Statistics for Pratish Patel

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A strong case to calculate the Treynor ratio using log-returns 0 0 2 11 0 0 7 64
Moral hazard with the (unlikely) possibility of catastrophes 0 0 0 6 0 0 0 23
Time aggregation of the Sharpe ratio 0 0 5 32 1 3 18 143
Understanding the outperformance of the minimum variance portfolio 0 2 2 16 0 2 4 70
Total Journal Articles 0 2 9 65 1 5 29 300


Statistics updated 2025-06-06