| 摘要 |
<p>OF THE DISCLOSURE A method for calculating a size of a trade comprises selecting a database ofestimated returns of a traded asset, selecting a utility function representative of utilityof a given return to a trader of the traded asset, using a computer to calculate a function of expected return which is based upon the database of estimated returnsand the utility function, determining the size of the trade where the function ofexpected return is a maximum.Fig. 1</p> |
