Research output per year
Research output per year
Personal profile
Contact Information
Phone: 925-631-4128
Fax: 925-376-5625
Mail: P.M.B. 4230
Related documents
Education/Academic qualification
Ph.D., Business Administration - Finance, University of California - Berkeley
… → 1981
MBA, Syracuse University
… → 1975
MS, Industrial Engineering & Operations Research, Syracuse University
… → 1974
B. Tech, (Honors) Mechanical Engineering, Indian Institute of Technology Bombay
… → 1972
External positions
Curriculum Coordinator, CFA Society of San Francisco
2014 → 2018
Faculty Member, Golden Gate University
1993 → 2002
Faculty Member, San Francisco State University
1989 → 1992
Faculty Member, University of California - Berkeley
1988 → 1989
Fellow, Syracuse University
… → Jan 1 1972
Disciplines
- Business
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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, J. K. & Lim, T., Jan 1 2020, In: Journal of Investment Strategies.Research output: Contribution to journal › Article › peer-review
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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, J. K. & Lim, T., Jan 1 2019, In: International Journal of Financial Engineering. 6Research output: Contribution to journal › Article › peer-review
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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, J. K. & Lim, T., Jan 1 2017, In: Proceedings of the Optionmetrics Research Conference.Research output: Contribution to journal › Article › peer-review
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Power-Log Optimization and Positively Skewed Option Returns Reduce Risk and Raise Portfolio Performance
Kale, J. & Sheth, A., Oct 1 2016, In: Journal of Investing. 25Research output: Contribution to journal › Article › peer-review
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Power-Log Portfolio Optimization for Managing Downside Risk
Kale, J. & Sheth, A., Mar 1 2016, In: International Review of Business Research Papers. 12Research output: Contribution to journal › Article › peer-review
Activities
- 1 Membership of network
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Saint Mary's College of California (External organization)
Kale, J. (Member)
2000 → …Activity: Membership › Membership of network