5 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 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...