Power-Log Portfolio Optimization for Maximizing Portfolio Growth and Controlling Tail Risk
SMC Affiliated Work
1
Status
Faculty
School
School of Economics and Business Administration
Department
Finance
Document Type
Paper
Publication Date
10-1-2013
Publication / Conference / Sponsorship
INFORMS
Scholarly
yes
Disciplines
Finance and Financial Management
Original Citation
Sheth, Arnav. (2013, October). Power-Log Portfolio Optimization for Maximizing Portfolio Growth and Controlling Tail Risk. INFORMS. Minneapolis, MN.
Repository Citation
Sheth, Arnav. Power-Log Portfolio Optimization for Maximizing Portfolio Growth and Controlling Tail Risk (2013). INFORMS. [paper]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/833
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