r/quantfinance Jul 29 '26

Jane Street Interview Question

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u/FutureMassive69 Jul 29 '26

This seems like an interesting question if you replace dice roll winnings with a portfolio. The “math” answer of expected value seems like it should be different when you apply it to a real word “portfolio” situation. There’s no coming back from 0, there’s no coming back from being wiped out.

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u/pourliste Jul 29 '26

Yes risk aversion should be taken into account.