2 2rosy Jun 17, 2014 #1 Suppose I have 3 strategies that all lose money (-5%/yr) and I create a fourth strategy the mixes the first 3 strategies in 1/3 proportions. Do you think the 4th strategy will yield profits?
Suppose I have 3 strategies that all lose money (-5%/yr) and I create a fourth strategy the mixes the first 3 strategies in 1/3 proportions. Do you think the 4th strategy will yield profits?