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Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit; Patel, Pratish - In: Finance research letters 24 (2018), pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
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A strong case to calculate the Treynor ratio using log-returns
Bednarek, Ziemowit; Firsov, Oleksandr; Patel, Pratish - In: The journal of asset management 18 (2017) 4, pp. 317-325
Persistent link: https://www.econbiz.de/10011741591
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Time aggregation of Sharpe Ratio : a better extrapolation rule
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: Journal of investment management : JOIM 16 (2018) 4, pp. 47-63
Persistent link: https://www.econbiz.de/10011961019
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The cash-secured put-write strategy and the variance risk premium
Patel, Pratish; Raquel, Andrew; Chadwick, Savannah - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
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What does the bet against beta strategy mean in a multi-factorworld?
Ayash, Brian; Bednarek, Ziemowit; Patel, Pratish - In: Journal of investment management : JOIM 17 (2019) 4, pp. 89-98
Persistent link: https://www.econbiz.de/10012254334
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Time aggregation of the Sharpe ratio
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: The journal of asset management 17 (2016) 7, pp. 540-555
Persistent link: https://www.econbiz.de/10011648221