4084金融与交易简单derivationmedium
Fractional Kelly Portfolio Leverage 4
题目
To retain 75% of full-Kelly growth under the quadratic approximation with lambda in [0,1], what Kelly fraction is needed?
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0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
To retain 75% of full-Kelly growth under the quadratic approximation with lambda in [0,1], what Kelly fraction is needed?
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