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Systems Research Institute, Polish Academy of Sciences

(SRI PAS)

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License: MIT License

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DatasetMean-variance data collections for multiperiod portfolio optimization problems Mar 21, 2024 - DataverseDepartment of Decision Support under Risk 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

Mean-variance data collections for multiperiod portfolio optimization problems

Mar 21, 2024 - Department of Decision Support under Risk

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

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