4067金融与交易简单derivationmedium
Scaled Kelly Fraction 2
题目
A strategy's full-Kelly position is -1.2. A risk mandate caps absolute position size at 0.6. What is the largest Kelly fraction lambda the desk can apply without breaching the cap?
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