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 1 1 2 2 5 11 18
Moral hazard with the (unlikely) possibility of catastrophes 0 0 0 6 0 0 1 20
Time aggregation of the Sharpe ratio 0 1 5 8 1 4 20 26
Understanding the outperformance of the minimum variance portfolio 0 0 1 2 0 1 15 23
Total Journal Articles 0 2 7 18 3 10 47 87


Statistics updated 2019-10-05