4061金融与交易中等essayshort
Negative Correlation and Gross Kelly Exposure
题目
Why can a negatively correlated asset enter the Kelly portfolio with a positive weight even if its standalone edge is slightly negative?
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
Why can a negatively correlated asset enter the Kelly portfolio with a positive weight even if its standalone edge is slightly negative?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。