Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method

Citation Author(s):
He
Li
Submitted by:
He Li
Last updated:
Fri, 11/29/2024 - 08:50
DOI:
10.21227/1v91-1v56
License:
Creative Commons Attribution
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Categories:
Security
Keywords:
Risky assets
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Abstract 

</p>Risk assets are represented by the industry indices of the Shanghai Composite Index, including ten sub-industries: energy, materials, industry, consumer discretionary, consumer staples, medical and health, finance, information technology, telecom and utilities. The investment horizon is four years, from January 9, 2019, to December 31, 2022. The data is sourced from the Wind database. The holding period for the out-of-sample analysis is one year, from January 2023 to December 2023.</p>

Instructions: 

There are weekly closed prices, weekly log returns, annual log returns and monthly average log returns of risky assets in this Dataset.

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