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Real-world datasets for portfolio selection and solutions of some stochastic dominance portfolio models

  • Published:2016-09 Issue: Volume:8 Page:858-862
  • ISSN:2352-3409
  • Container-title:Data in Brief
  • language:en
  • Short-container-title:Data in Brief

Author:

Bruni Renato,Cesarone FrancescoORCID,Scozzari AndreaORCID,Tardella Fabio

Funder

the Spanish Ministry of Science and Technology through

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference9 articles.

1. Dominance approach to enhanced index tracking problems;Bruni;Econ. Bull.,2012

2. On exact and approximate stochastic dominance strategies for portfolio selection;Bruni;Eur. J. Oper. Res.,2016

3. A linear risk-return model for enhanced indexation in portfolio optimization;Bruni;Oper. Res. Spectr.,2015

4. Error correction for massive data sets;Bruni;Optim. Methods Softw.,2005

5. Tractable almost stochastic dominance;Lizyayev;Eur. J. Oper. Res.,2012

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