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

Producción científica › revisión exhaustiva

Idioma original	American English
Publicación	Journal of Investment Strategies
DOI	https://doi.org/10.21314/JOIS.2020.120
Estado	Published - ene 1 2020

Disciplines

Business
Economics
Finance and Financial Management

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

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