Title

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

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.

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