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This collection contains datasets produced in research projects by employees of the Department of Decision Support under Risk of the Systems Research Institute, Polish Academy of Sciences.

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DatasetMean-variance data collections for multiperiod portfolio optimization problems
Mar 21, 2024

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, V1

DatasetMean-variance data collections for portfolio optimization problems
Jan 31, 2022

Juszczuk, Przemysław; Kaliszewski, Ignacy; Miroforidis, Janusz; Podkopaev, Dmitry, 2022, "Mean-variance data collections for portfolio optimization problems", https://doi.org/10.18150/CZYLOV, RepOD, V1

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