Home Wikituition Browse all terms Categories
Random term

Risk & Portfolio Management

1 term


A–Z
All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Filtering by: Risk & Portfolio Management Starts with K Clear all
Kelly Criterion Risk & Portfolio Management % A formula giving the position size that maximises the long-run growth rate of capital. Optimal Fraction = (Win Probability x Payoff Ratio - Loss Probability) / Payoff Ratio