Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method

Risk assets are represented by the industry indices of the Shanghai Composite Index, including ten sub-industries: energy, materials, industry, consumer discretionary, consumer staples, medical and health, finance, information technology, telecom and utilities. The investment horizon is four years, from January 9, 2019, to December 31, 2022. The data is sourced from the Wind database. The holding period for the out-of-sample analysis is one year, from January 2023 to December 2023.

风险资产以上海综合指数的产业指数表示，涵盖十个子行业：能源、材料、工业、可选消费、必需消费、医药健康、金融、信息技术、电信及公用事业。投资周期为四年，自2019年1月9日至2022年12月31日。数据来源于Wind数据库。样本外分析持有期为一年，即2023年1月至2023年12月。