Mean-variance data collections for multiperiod portfolio optimization problems

Name: Mean-variance data collections for multiperiod portfolio optimization problems
Creator: Department of Decision Support under Risk
Published: 2025-03-28T13:46:19+08:00

RepOD Repository for Open Data2025-03-28 更新2026-07-23 收录

多期投资组合优化

量化资产配置

数据链接：

https://repod.icm.edu.pl/dataset.xhtml?persistentId=doi:10.18150/6CV7RS 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, 2024, "Mean-variance data collections for multiperiod portfolio optimization problems", https://doi.org/10.18150/6CV7RS, RepOD, V2

提供机构：

Department of Decision Support under Risk

创建时间：

2025-03-28

Mean-variance data collections for multiperiod portfolio optimization problems

资源简介：

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