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Search: subject:"power-log optimization"
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2
Behavioral economics
2
Behavioural finance
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Capital income
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Kapitaleinkommen
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Portfolio selection
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Portfolio-Management
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Verhaltensökonomik
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behavioral economics
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options
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portfolio optimization
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positively skewed returns
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power-log utility
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Power-log optimization
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Prospect Theory
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Risikomaß
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drawdowns
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power-log optimization
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prospect theory
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Kale, Jivendra K.
2
Lim, Tee
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International journal of financial engineering
1
The journal of investment strategies
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ECONIS (ZBW)
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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
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