Smaller drawdowns, higher average and risk-adjusted returns for equity portfolios, using options and power-log optimization based on a behavioral model of investor preferences
Jivendra K. Kale and Tee Lim
| Year of publication: |
2020
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|---|---|
| Authors: | Kale, Jivendra K. ; Lim, Tee |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 9.2020, 2, p. 15-31
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| Subject: | power-log optimization | power-log utility | behavioral economics | prospect theory | smaller drawdowns | positively skewed returns | portfolio optimization | options | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Prospect Theory | Prospect theory | Verhaltensökonomik | Behavioral economics | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2020.120 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012597136