4046金融与交易困难derivationmedium
Correlated Two-Asset Kelly Vector 1
题目
Under quadratic Kelly, mu = (0.08, 0.05) and Sigma = [[0.25, 0.04], [0.04, 0.16]]. What is the unconstrained optimal Kelly vector?
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
Under quadratic Kelly, mu = (0.08, 0.05) and Sigma = [[0.25, 0.04], [0.04, 0.16]]. What is the unconstrained optimal Kelly vector?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。