Knowen - History & comments

Date	User name	Title of change	Votes
24 November 2022, 09:46 (UTC+00:00)	Mihail Turlakov	b	0
21 May 2016, 12:30 (UTC+00:00)	Mihail Turlakov	Lo	0
17 April 2016, 22:00 (UTC+00:00)	Mihail Turlakov	fluctuations around Kelly	0
17 April 2016, 20:38 (UTC+00:00)	Mihail Turlakov	Maubousssin	0
16 April 2016, 17:51 (UTC+00:00)	Mihail Turlakov	kelly+markowitz	0
24 October 2015, 20:43 (UTC+00:00)	Mihail Turlakov	sharpe	0
11 October 2015, 17:50 (UTC+00:00)	Mihail Turlakov	risk-return figure	0
11 October 2015, 14:15 (UTC+00:00)	Mihail Turlakov	minor	0
11 October 2015, 14:12 (UTC+00:00)	Mihail Turlakov	Thorp's paper added	100
26 September 2015, 23:14 (UTC+00:00)	Mihail Turlakov	main input	0
22 September 2015, 21:44 (UTC+00:00)	Mihail Turlakov	portfolio theory	010

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.