4083金融与交易简单derivationmedium
Fractional Kelly Portfolio Leverage 3
题目
A strategy has full-Kelly expected log-growth 12% per year. Under 40% Kelly and the quadratic approximation, what expected log-growth remains?
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提交作答时记录，用于后续平均用时统计。
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题目
A strategy has full-Kelly expected log-growth 12% per year. Under 40% Kelly and the quadratic approximation, what expected log-growth remains?
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