Personal profile
Contact Information
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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The market's implied loss aversion under power-log utility investor preferences
Kale, J. K., May 2025, In: Finance Research Letters. 78, 107154.Research output: Contribution to journal › Article › peer-review
Open Access -
A Behavioral, Power-Log Utility Model for Pricing Stock-Index Options
Kale, J., 2024.Research output: Contribution to conference › Paper › peer-review
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A Power-Log Utility Model for Pricing Stock-Index Options
Kale, J. (Presenter), 2024.Research output: Contribution to conference › Paper › peer-review
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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
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