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Details about Pratish Patel

Homepage:http://www.calpoly.edu/~ppatel29/
Workplace:Economics Area, Orfalea College of Business, California Polytechnic State University, (more information at EDIRC)

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

2018

  1. Understanding the outperformance of the minimum variance portfolio
    Finance Research Letters, 2018, 24, (C), 175-178 Downloads View citations (6)

2017

  1. A strong case to calculate the Treynor ratio using log-returns
    Journal of Asset Management, 2017, 18, (4), 317-325 Downloads

2016

  1. Time aggregation of the Sharpe ratio
    Journal of Asset Management, 2016, 17, (7), 540-555 Downloads

2014

  1. Moral hazard with the (unlikely) possibility of catastrophes
    Economics Letters, 2014, 124, (3), 386-388 Downloads
 
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