History & comments

Every change to this node, the discussion about it, and the updates you get.

Changes11

b
Mihail Turlakov24 November 2022, 09:46 (UTC+00:00)
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Lo
Mihail Turlakov21 May 2016, 12:30 (UTC+00:00)
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fluctuations around Kelly
Mihail Turlakov17 April 2016, 22:00 (UTC+00:00)
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Maubousssin
Mihail Turlakov17 April 2016, 20:38 (UTC+00:00)
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kelly+markowitz
Mihail Turlakov16 April 2016, 17:51 (UTC+00:00)
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sharpe
Mihail Turlakov24 October 2015, 20:43 (UTC+00:00)
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risk-return figure
Mihail Turlakov11 October 2015, 17:50 (UTC+00:00)
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minor
Mihail Turlakov11 October 2015, 14:15 (UTC+00:00)
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Thorp's paper added
Mihail Turlakov11 October 2015, 14:12 (UTC+00:00)
100
main input
Mihail Turlakov26 September 2015, 23:14 (UTC+00:00)
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portfolio theory
Mihail Turlakov22 September 2015, 21:44 (UTC+00:00)
010

Ivar Martin 12 October 2015, 05:14 (UTC+00:00)
since volatility is not constant, i.e. expeced to change with time, can it be deduced from the rate of return expected from an asset?
Mihail Turlakov 12 October 2015, 07:07 (UTC+00:00)
the return is not constant either, don't want to deduct this one. Which quantity (Sharpe ratio?) are you thinking anyway?
The main value of MPT is the diversification, not much else.