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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. -
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...
