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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
Kale, Jivendra K.
;
Lim, Tee
- In:
The journal of investment strategies
9
(
2020
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10012597136
Saved in:
2
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
Saved in:
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