Dataset Groups Activity Stream Portfolio optimization based on forecasting models using vine copulas The dataset used in this paper is a collection of daily returns of 12 international stock indexes. BibTex: @dataset{Maziar_Sahamkhadama_and_Andreas_Stephan_2024, abstract = {The dataset used in this paper is a collection of daily returns of 12 international stock indexes.}, author = {Maziar Sahamkhadama and Andreas Stephan}, doi = {10.57702/bdt4d3jb}, institution = {No Organization}, keyword = {'daily returns', 'financial crisis', 'portfolio optimization', 'stock indexes'}, month = {dec}, publisher = {TIB}, title = {Portfolio optimization based on forecasting models using vine copulas}, url = {https://service.tib.eu/ldmservice/dataset/portfolio-optimization-based-on-forecasting-models-using-vine-copulas}, year = {2024} }
