Mean-variance data collections for portfolio optimization problems

Name: Mean-variance data collections for portfolio optimization problems
Creator: Department of Decision Support under Risk
Published: 2022-01-31T15:07:26+08:00

RepOD Repository for Open Data2022-01-31 更新2026-07-23 收录

组合优化

均值-方差模型

数据链接：

https://repod.icm.edu.pl/dataset.xhtml?persistentId=doi:10.18150/CZYLOV 数据链接链接失效反馈

官方服务：

资源简介：

Juszczuk, Przemysław; Kaliszewski, Ignacy; Miroforidis, Janusz; Podkopaev, Dmitry, 2022, "Mean-variance data collections for portfolio optimization problems", https://doi.org/10.18150/CZYLOV, RepOD, V1

提供机构：

Department of Decision Support under Risk

创建时间：

2022-01-31

Mean-variance data collections for portfolio optimization problems

资源简介：

相关数据集