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 | 3 | 12 | 76 |
| Moral hazard with the (unlikely) possibility of catastrophes | 0 | 0 | 0 | 6 | 0 | 0 | 7 | 31 |
| Time aggregation of the Sharpe ratio | 0 | 0 | 2 | 35 | 4 | 6 | 23 | 170 |
| Understanding the outperformance of the minimum variance portfolio | 0 | 0 | 0 | 17 | 1 | 4 | 19 | 91 |
| Total Journal Articles | 0 | 0 | 2 | 69 | 8 | 13 | 61 | 368 |
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