Robust Statistics Approach to Minimum Variance Portfolio Optimization
收藏DataCite Commons2026-01-07 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/5a8664cf-f718-48fd-8a2c-0d07222c9c24
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资源简介：
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.
提供机构：
TIB
创建时间：
2024-12-16
