Datasets for Risk Budgeting under General Risk Measures
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This place contains all datasets to replicate the figures and tables presented in the Section 6 Real Data Analyses, as well as Appendix C. Determination of Structural Breaks, Appendix D. Additional Empirical Results (DA500), Appendix E. Global Industry Classification Standard (GICS) Sector Performance, Appendix F. Monthly and Yearly Rebalance, and Appendix G. Performance Analysis with Transaction Costs of our paper "Risk Budgeting under General Risk Measures".
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Zenodo创建时间：
2026-08-10
