-
Portfolio Optimization
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... -
Robust Statistics Approach to Minimum Variance Portfolio Optimization
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. -
Banks and Insurers 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. -
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. -
The Kelly Criterion: Theory and Practice
The dataset used in the paper is a collection of examples illustrating the Kelly Criterion and its applications. -
Gambling the World Away: Myopic Investors
The dataset used in the paper is a collection of examples illustrating myopic investors and their sub-optimal portfolios. -
US Equities Returns Dataset
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... -
NIFTY thematic sector stocks
The dataset used in this paper is the historical prices of stocks from ten thematic sectors listed on the NSE of India. -
Machine Learning and Factor-Based Portfolio Optimization
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... -
Merton's Optimal Portfolio Problem under Sporadic Bankruptcy
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,... -
Hamilton-Jacobi-Bellman equation for portfolio optimization
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...
