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

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