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Reversing the Negative Skewness of Value Portfolios with Power-Log Optimization and Options, Produces Smaller Drawdowns and Higher Risk-Adjusted Returns
Authors
Jivendra K. Kale
Tee Lim
Publication date
1 January 2017
Publisher
Saint Mary\u27s Digital Commons
Abstract
Abstract is not available.
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Saint Mary's College of California
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Last time updated on 26/11/2020
