Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method
收藏DataCite Commons2024-11-29 更新2025-04-16 收录
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https://ieee-dataport.org/documents/data-credibilistic-portfolio-optimization-investors’-coherent-perceptions-three-way
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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.
提供机构：
IEEE DataPort
创建时间：
2024-11-29
