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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.

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Cite this as

Maziar Sahamkhadama, Andreas Stephan (2024). Dataset: Portfolio optimization based on forecasting models using vine copulas. https://doi.org/10.57702/bdt4d3jb

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Additional Info

Field	Value
Created	December 16, 2024
Last update	December 16, 2024
Defined In	https://doi.org/10.48550/arXiv.1912.10328
Author	Maziar Sahamkhadama
More Authors	Andreas Stephan
Homepage	https://doi.org/10.1016/j.jfinstab.2019.03.005