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 | 1 | 4 | 4 | 68 |
| Moral hazard with the (unlikely) possibility of catastrophes | 0 | 0 | 0 | 6 | 0 | 3 | 4 | 27 |
| Time aggregation of the Sharpe ratio | 1 | 2 | 3 | 35 | 2 | 5 | 17 | 157 |
| Understanding the outperformance of the minimum variance portfolio | 0 | 0 | 3 | 17 | 0 | 7 | 12 | 80 |
| Total Journal Articles | 1 | 2 | 6 | 69 | 3 | 19 | 37 | 332 |
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