4049金融与交易困难derivationmedium
Correlated Two-Asset Kelly Vector 4
题目
If Sigma = [[0.25, 0.05], [0.05, 0.36]] and the optimal Kelly vector is (0.2, 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。
你的答案
mu_1
mu_2
题目
If Sigma = [[0.25, 0.05], [0.05, 0.36]] and the optimal Kelly vector is (0.2, 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。
你的答案
mu_1
mu_2