Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models
A large number of portfolio selection models have appeared in the literature since the pioneering work of Markowitz. However, even when computational and empirical results are described, they are often hard to replicate and compare due to the unavailability of the datasets used in the experiments.We...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2016-09-01
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| Series: | Data in Brief |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352340916303997 |