11 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 is composed of daily returns of 266 among largest banks and insurance companies in the world and the components of the S&P 100 index.

The dataset used in this paper is a collection of daily returns of 12 international stock indexes.

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 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 used in this paper is the historical prices of stocks from ten thematic sectors listed on the NSE of India.

The dataset consists of monthly total individual stock returns from the Center for Research in Security Prices (CRSP) starting on January 1960 to December 2019, for a period of...

The dataset used in the paper is a stock market following a geometric Brownian motion and a riskless asset continuously compounded at a constant rate. The stock can go bankrupt,...

The dataset used in this paper is a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation arising from portfolio optimization selection, where the goal...