SMC Affiliated Work
1
Status
Faculty
School
School of Economics and Business Administration
Department
Finance
Document Type
Article
Publication Date
2020
Publication / Conference / Sponsorship
Journal of Investment Strategies
Peer Reviewed
1
DOI
10.21314/JOIS.2020.120
Disciplines
Business | Economics | Finance and Financial Management
Rights
Open Access. Author Manuscript. Author permission to post in Saint Mary’s Digital Commons
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Original Citation
Kale, J.K.; and Lim, T. (2020). 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. Journal of Investment Strategies.
Repository Citation
Kale, Jivendra K. and Lim, Tee. 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 (2020). Journal of Investment Strategies. 10.21314/JOIS.2020.120 [article]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/1146
Link to Published Version
https://doi.org/10.21314/JOIS.2020.120
