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 1 1 1 24
Time aggregation of the Sharpe ratio 0 0 3 32 1 2 16 144
Understanding the outperformance of the minimum variance portfolio 1 1 3 17 2 2 6 72
Total Journal Articles 1 1 8 66 4 5 30 304


Statistics updated 2025-08-05