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

Authors

Jivendra K. Kale, Saint Mary's College of California
Tee Lim, Saint Mary's College of California

SMC Author

Jivendra K. Kale, Tee Lim

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

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