9 datasets found

The dataset used in the paper is a set of samples from a portfolio optimization problem. The dataset is used to test the performance of different methods for stochastic...

The dataset used in this paper is a collection of financial asset returns, which are used to estimate the covariance matrix and optimize the minimum variance portfolio.

The dataset used in this paper is a market model with a latent factor driving asset growth rates.

The dataset used in the paper is a collection of examples illustrating the Kelly Criterion and its applications.

The dataset used in the paper is a collection of Ornstein-Uhlenbeck processes used to illustrate the Kelly Criterion.

The dataset used in the paper is a collection of examples illustrating myopic investors and their sub-optimal portfolios.

The dataset used in this paper is a collection of daily close-to-close returns from 1999-01-04 to 2020-03-31 of US equities, adjusted for dividends, splits, and other corporate...

The dataset consists of various financial time series which cover a period ranging from January 2, 2002, up to March 24, 2020.

Portfolio management aims at maximizing the return on investment while minimizing risk by continuously reallocating the assets forming the portfolio. These assets are not...