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~isPartOf:"International journal of financial engineering"
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Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller
drawdowns
and higher risk-adjusted returns
Kale, Jivendra K.
;
Lim, Tee
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012028870
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