4044金融与交易中等derivationmedium
Two-Asset Diagonal Kelly Vector 4
题目
Diagonal covariance has variances (0.25, 0.09), and the optimal Kelly vector is (0.24, -0.1). What expected excess return vector mu is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
Diagonal covariance has variances (0.25, 0.09), and the optimal Kelly vector is (0.24, -0.1). What expected excess return vector mu is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。