Reversing the Negative Skewness of Value Portfolios with Power-Log Optimization and Options, Produces Smaller Drawdowns and Higher Risk-Adjusted Returns

Jivendra K. Kale; Tee Lim

Reversing the Negative Skewness of Value Portfolios with Power-Log Optimization and Options, Produces Smaller Drawdowns and Higher Risk-Adjusted Returns

Producción científica › revisión exhaustiva

Idioma original	American English
Publicación	Proceedings of the Optionmetrics Research Conference
Estado	Published - ene 1 2017

Disciplines

Business
Economics
Finance and Financial Management

Otros archivos y enlaces

https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/1145

Citar esto

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title = "Reversing the Negative Skewness of Value Portfolios with Power-Log Optimization and Options, Produces Smaller Drawdowns and Higher Risk-Adjusted Returns",

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