Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns

Research output: Contribution to journalArticlepeer-review

Original languageAmerican English
JournalInternational Journal of Financial Engineering
Volume6
DOIs
StatePublished - Jan 1 2019

Disciplines

  • Business
  • Economics
  • Finance and Financial Management

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