Data for: Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals
| Main Author: | Kocuk, Burak |
|---|---|
| Other Authors: | Cornuéjols, Gérard |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2018
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/v43sbd5wpy |
| ctrlnum |
0.17632-v43sbd5wpy.1 |
|---|---|
| fullrecord |
<?xml version="1.0"?>
<dc><creator>Kocuk, Burak</creator><title>Data for: Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals</title><publisher>Mendeley</publisher><description>This spreadsheet contains the raw data used in the numerical experiments of the paper "Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals". It contains two 360x11 matrices representing the return and percentage market capitalization for the 11 sectors in S&P 500 index over a period of 360 months.</description><subject>Optimization (Algorithms)</subject><subject>Portfolio Optimization</subject><contributor>Cornuéjols, Gérard</contributor><type>Other:Dataset</type><identifier>10.17632/v43sbd5wpy.1</identifier><rights>Creative Commons Attribution 4.0 International</rights><rights>http://creativecommons.org/licenses/by/4.0</rights><relation>https:/data.mendeley.com/datasets/v43sbd5wpy</relation><date>2018-11-23T23:36:25Z</date><recordID>0.17632-v43sbd5wpy.1</recordID></dc>
|
| format |
Other:Dataset Other |
| author |
Kocuk, Burak |
| author2 |
Cornuéjols, Gérard |
| title |
Data for: Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals |
| publisher |
Mendeley |
| publishDate |
2018 |
| topic |
Optimization (Algorithms) Portfolio Optimization |
| url |
https:/data.mendeley.com/datasets/v43sbd5wpy |
| contents |
This spreadsheet contains the raw data used in the numerical experiments of the paper "Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals". It contains two 360x11 matrices representing the return and percentage market capitalization for the 11 sectors in S&P 500 index over a period of 360 months. |
| id |
IOS7969.0.17632-v43sbd5wpy.1 |
| institution |
Universitas Islam Indragiri |
| affiliation |
onesearch.perpusnas.go.id |
| institution_id |
804 |
| institution_type |
library:university library |
| library |
Teknologi Pangan UNISI |
| library_id |
2816 |
| collection |
Artikel mulono |
| repository_id |
7969 |
| city |
INDRAGIRI HILIR |
| province |
RIAU |
| shared_to_ipusnas_str |
1 |
| repoId |
IOS7969 |
| first_indexed |
2020-04-08T08:23:44Z |
| last_indexed |
2020-04-08T08:23:44Z |
| recordtype |
dc |
| _version_ |
1686587568231022592 |
| score |
17.538404 |