Asset classes with expected return, standard deviations, and correlations for three regimes
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We consider 15 different asset classes with expected returns ranging from 2% to 11%, standard deviations from 1% to 15%, and correlation matrices for three different regimes C,N,G.
本数据集涵盖15种不同的资产类别(asset classes),各类资产的预期收益率(expected returns)区间为2%至11%,标准差(standard deviations)区间为1%至15%,同时提供了C、N、G三种不同状态下的相关系数矩阵(correlation matrices)。
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figshare创建时间:
2024-07-26



