Power-log optimization and positively skewed option returns reduce risk and raise portfolio performance
Jivendra K. Kale and Arnav Sheth
| Year of publication: |
2016
|
|---|---|
| Authors: | Kale, Jivendra K. ; Sheth, Arnav |
| Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 25.2016, 3, p. 29-37
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011930637