Математика управления капиталом: Методы анализа риска для трейдеров и портфельных менеджеров. Ральф Винс
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Читать онлайн книгу Математика управления капиталом: Методы анализа риска для трейдеров и портфельных менеджеров - Ральф Винс страница 15

СКАЧАТЬ Например, можно включить рыночную систему с отрицательным математическим ожиданием для одного из рынков и в действительности получить более высокое математическое ожидание, чем просто математическое ожидание группы до включения системы с отрицательным ожиданием! Более того, возможно, что математическое ожидание для группы с включением рыночной системы с отрицательным математическим ожиданием будет выше, чем математическое ожидание любой отдельной рыночной системы! В настоящее время мы рассматриваем только одну рыночную систему, и для того, чтобы методы управления деньгами работали, необходимо иметь положительное математическое ожидание.

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