Pergunta de entrevista da empresa WorldQuant

Maximizing Sharpe ratio related question

Respostas da entrevista

Sigiloso

29 de jun. de 2016

Using first order derivative to find the maximum value.

Sigiloso

20 de jul. de 2016

All problems had a solution, just gotta think in terms of lim or expecteation

Sigiloso

20 de jul. de 2016

I'm not sure if those questions had answers, actually. If there were, there's no way people can solve these problems within 5 minutes. I'd like to see some of the answers.