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 1 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 8 32 1 2 21 140
Understanding the outperformance of the minimum variance portfolio 0 0 3 14 1 2 6 68
Total Journal Articles 0 0 13 63 2 5 34 295


Statistics updated 2025-03-03