Details about Pratish Patel
Access statistics for papers by Pratish Patel.
Last updated 2013-12-05. Update your information in the RePEc Author Service.
Short-id: ppa930
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Journal Articles
Journal Articles
2018
- Understanding the outperformance of the minimum variance portfolio
Finance Research Letters, 2018, 24, (C), 175-178
View citations (6)
2017
- A strong case to calculate the Treynor ratio using log-returns
Journal of Asset Management, 2017, 18, (4), 317-325
2016
- Time aggregation of the Sharpe ratio
Journal of Asset Management, 2016, 17, (7), 540-555
2014
- Moral hazard with the (unlikely) possibility of catastrophes
Economics Letters, 2014, 124, (3), 386-388