Zack Dugan

ISAM

5100 Town Center Circle

Suite 430

Boca Raton, FL 33686

United States

Johns Hopkins University Institute of Data Intensive Engineering and Science

3400 N. Charles St

Baltimore, MD 21218

United States

SCHOLARLY PAPERS

2

DOWNLOADS

459

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

Abstract:

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skew, volatility, drawdown, behavioral biases, loss aversion, recency bias

2.

Skew and Trend Aversion

Journal of Alternative Investments, Forthcoming
Number of pages: 25 Posted: 17 Jan 2019
Zack Dugan and Alexander Greyserman
ISAM and ISAM
Downloads 190 (163,097)

Abstract:

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behavioral biases, loss aversion, recency bias, skew, trend following, portfolio optimization