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 | 0 | 11 | 3 | 6 | 9 | 73 |
| Moral hazard with the (unlikely) possibility of catastrophes | 0 | 0 | 0 | 6 | 4 | 4 | 8 | 31 |
| Time aggregation of the Sharpe ratio | 0 | 1 | 3 | 35 | 4 | 9 | 22 | 164 |
| Understanding the outperformance of the minimum variance portfolio | 0 | 0 | 1 | 17 | 6 | 7 | 17 | 87 |
| Total Journal Articles | 0 | 1 | 4 | 69 | 17 | 26 | 56 | 355 |
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