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Rent-to-own housing contracts under financial constraints

Jaggia, Sanjiv; Patel, Pratish - In: The journal of derivatives : the official publication … 25 (2017) 2, pp. 62-78

Persistent link: https://www.econbiz.de/10011941247

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

Moral hazard with the (unlikely) possibility of catastrophes

Bednarek, Ziemowit; Patel, Pratish - In: Economics Letters 124 (2014) 3, pp. 386-388

Without sacrificing tractability, we analyze the effect of fat-tailed events such as catastrophes on the optimal compensation contract between a principal and an agent. The optimal contract depends on all the moments and not just the variance.

Persistent link: https://www.econbiz.de/10010930737

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

Funding infrastructure under uncertainty : evidence from tax credit prices

Lang, Bree J.; Patel, Pratish - In: International tax and public finance 30 (2023) 3, pp. 635-677

Persistent link: https://www.econbiz.de/10014334885

Just say no to Leveraged ETFs

Bednarek, Ziemowit; Patel, Pratish - In: Journal of investment management : JOIM 20 (2022) 3, pp. 53-69

Persistent link: https://www.econbiz.de/10013465398