1948数学中等数值题short
Log Utility Versus Impact Budget 3
题目
A portfolio manager sizes one smooth alpha sleeve with a log reward and a quadratic risk surcharge. The desk chooses a scalar exposure x > -1 to maximize F(x) = 12 ln(1+x) - 1 x^2. What exposure x maximizes F?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案