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

Jivendra K. Kale; Tee Lim

doi:10.21314/JOIS.2020.120

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

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Investment Strategies
DOIs	https://doi.org/10.21314/JOIS.2020.120
State	Published - Jan 1 2020

Disciplines

Business
Economics
Finance and Financial Management

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10.21314/JOIS.2020.120License: CC BY

https://doi.org/10.21314/JOIS.2020.120

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title = "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",

author = "Kale, {Jivendra K.} and Tee Lim",

year = "2020",

month = jan,

day = "1",

doi = "10.21314/JOIS.2020.120",

language = "American English",

journal = "Journal of Investment Strategies",

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TY - JOUR

T1 - 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

AU - Kale, Jivendra K.

AU - Lim, Tee

PY - 2020/1/1

Y1 - 2020/1/1

UR - https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/1146

UR - https://doi.org/10.21314/JOIS.2020.120

U2 - 10.21314/JOIS.2020.120

DO - 10.21314/JOIS.2020.120

M3 - Article

JO - Journal of Investment Strategies

JF - Journal of Investment Strategies

ER -

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

Disciplines

Access to Document

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