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Documentos relacionados
Cuantificación de educación / académica
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
Posiciones externas
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
… → ene 1 1972
Keywords
- Business
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The market's implied loss aversion under power-log utility investor preferences
Kale, J. K., may 2025, En: Finance Research Letters. 78, 107154.Producción científica › revisión exhaustiva
Acceso abierto -
A Behavioral, Power-Log Utility Model for Pricing Stock-Index Options
Kale, J., 2024.Producción científica › revisión exhaustiva
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A Power-Log Utility Model for Pricing Stock-Index Options
Kale, J. (Presenter), 2024.Producción científica › revisión exhaustiva
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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., ene 1 2020, En: Journal of Investment Strategies.Producción científica › revisión exhaustiva
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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., ene 1 2019, En: International Journal of Financial Engineering. 6Producción científica › revisión exhaustiva
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