Power-Log Optimization for Maximizing Portfolio Growth and Controlling Tail Risk
Power-Log Optimization for Maximizing Portfolio Growth and Controlling Tail Risk
Jivendra K. Kale, Ph.D., CFA
and
Arnav Sheth, Ph.D.
St. Mary’s College of California
Contact: jkale@stmarys-ca.edu
QWAFAFEW-NY, September 24, 2013