Research output per year
Research output per year
Personal profile
About
Professor Tee Lim holds both an M.B.A. and Ph.D. in Finance from the University of California Berkeley. Professor Lim is a professor in the Finance Department in the School of Economics and Business Administration at Saint Mary's College of California. Professor Lim worked at a global investment management firm for many years as a Research Director at their US office, and as a Chief Investment Officer at their Japan office.
Related documents
- Curriculum Vitae
File: application/vnd.openxmlformats-officedocument.wordprocessingml.document, 26.8 KB
Type: CV
Education/Academic qualification
PhD, Finance, University of California - Berkeley
… → 1987
MBA, University of California - Berkeley
… → 1982
MS, Electrical Engineering, Stanford University
… → 1980
BS, Electrical Engineering, Stanford University
… → 1979
Disciplines
- Business
- Economics
- Finance
Research output
- 3 Article
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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