4047金融与交易困难derivationmedium
Correlated Two-Asset Kelly Vector 2
题目
Under quadratic Kelly, mu = (0.1, 0.04) and Sigma = [[0.36, -0.06], [-0.06, 0.25]]. 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。
你的答案
f_1
f_2
题目
Under quadratic Kelly, mu = (0.1, 0.04) and Sigma = [[0.36, -0.06], [-0.06, 0.25]]. 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。
你的答案
f_1
f_2