Dashboard

Now you are in the subtree of Finance public knowledge tree. 

History & Comments

DateUser nameTitle of changeVotes
24 November 2022, 09:46 (UTC+00:00)Mihail Turlakovb0
21 May 2016, 12:30 (UTC+00:00)Mihail TurlakovLo0
17 April 2016, 22:00 (UTC+00:00)Mihail Turlakovfluctuations around Kelly 0
17 April 2016, 20:38 (UTC+00:00)Mihail TurlakovMaubousssin0
16 April 2016, 17:51 (UTC+00:00)Mihail Turlakovkelly+markowitz0
24 October 2015, 20:43 (UTC+00:00)Mihail Turlakovsharpe0
11 October 2015, 17:50 (UTC+00:00)Mihail Turlakovrisk-return figure0
11 October 2015, 14:15 (UTC+00:00)Mihail Turlakovminor0
11 October 2015, 14:12 (UTC+00:00)Mihail TurlakovThorp's paper added100
26 September 2015, 23:14 (UTC+00:00)Mihail Turlakovmain input0
22 September 2015, 21:44 (UTC+00:00)Mihail Turlakovportfolio theory010

Comments

  • 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.