Distributions modelling FTSE100 stock returns
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下载链接：
https://research.lancaster-university.uk/en/datasets/9e273594-944d-470c-b9c0-520925cecdbb
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资源简介：
This data repository contains data for the multivariate distributions used
in the paper "Scenario generation for single-period portfolio
selection problems with tail risk measures: coping with high dimensions
and integer variables" by Jamie Fairbrother, Amanda Turner and Stein
Wallace. The distributions were fitted from from monthly return data for
stocks in the FTSE100 index.
提供机构：
Lancaster University
创建时间：
2017-07-07
