data and result for "Robust Markowitz: Comprehensively maximizing Sharpe ratio by parametric-quadratic programming"
收藏NIAID Data Ecosystem2026-03-12 收录
官方服务:
资源简介:
data and result
应用场景:
创建时间:
2021-07-02
相关数据集
Online Portfolio Selection Toolbox
OLPS is an open-source toolbox for On-Line Portfolio Selection, which includes a collection of classical and state-of-the-art on-line portofolio selection strategies implemented in Matlab/Octave. Rela
NIAID Data Ecosystem70
Mimicking Portfolios with Conditioning Information
Mimicking portfolios have long been useful in asset pricing research. In most empirical applications, the portfolio weights are assumed to be fixed over time, while in theory they may be functions of
NBER2005-01-01 更新50
Functions and optimization of portfolio of Green companies
Functions and optimization of portfolio of Green companies. Optimization using desirability function. Function developed using several different types of analysis. Crossed mixture design of experiment
NIAID Data Ecosystem30
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: A Cross-Market Analysis
This dataset contains the complete implementation code and data for the research paper "A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: A Cross-Market Analysis".
NIAID Data Ecosystem60
International Portfolio Diversification: Short-Term Financial Assets and Gold
Using a continuous-time finance-theoretic framework, this paper presents the optimal portfolio rule of an international investor who consumes N national composite goods and who holds N domestic-curren
NBER1982-08-01 更新40



