体制转换分数凯利、最大回撤约束与生命周期杠杆配置:周期漂移估计误差、破产有界仓位与人力资本折旧 | Regime-Switching Fractional Kelly, Maximum-Drawdown Constraints and Lifecycle Leverage Allocation: Cyclical Drift Estimation Errors, Ruin-Bounded Bet Sizing and Human-Capital Amortization
- DOI
- 10.5281/zenodo.24090254
- Published
- 2026
- Container
- Not recorded
- Publisher
- 5D Library
- Open access
- yes
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BibTeX
@article{allodium:10.5281/zenodo.24090254,
title = {体制转换分数凯利、最大回撤约束与生命周期杠杆配置:周期漂移估计误差、破产有界仓位与人力资本折旧 | Regime-Switching Fractional Kelly, Maximum-Drawdown Constraints and Lifecycle Leverage Allocation: Cyclical Drift Estimation Errors, Ruin-Bounded Bet Sizing and Human-Capital Amortization},
author = {Fan, Yafu},
year = {2026},
doi = {10.5281/zenodo.24090254},
url = {https://doi.org/10.5281/zenodo.24090254}
}RIS
TY - JOUR TI - 体制转换分数凯利、最大回撤约束与生命周期杠杆配置:周期漂移估计误差、破产有界仓位与人力资本折旧 | Regime-Switching Fractional Kelly, Maximum-Drawdown Constraints and Lifecycle Leverage Allocation: Cyclical Drift Estimation Errors, Ruin-Bounded Bet Sizing and Human-Capital Amortization AU - Fan, Yafu PY - 2026 DO - 10.5281/zenodo.24090254 UR - https://doi.org/10.5281/zenodo.24090254 ER -
APA
Yafu, F. (2026). 体制转换分数凯利、最大回撤约束与生命周期杠杆配置:周期漂移估计误差、破产有界仓位与人力资本折旧 | Regime-Switching Fractional Kelly, Maximum-Drawdown Constraints and Lifecycle Leverage Allocation: Cyclical Drift Estimation Errors, Ruin-Bounded Bet Sizing and Human-Capital Amortization. https://doi.org/10.5281/zenodo.24090254