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 1 2 2 6 13
Moral hazard with the (unlikely) possibility of catastrophes 0 0 0 6 0 0 1 20
Time aggregation of the Sharpe ratio 1 2 6 7 2 8 18 22
Understanding the outperformance of the minimum variance portfolio 0 0 2 2 4 4 18 22
Total Journal Articles 1 2 8 16 8 14 43 77


Statistics updated 2019-07-03