</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>

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[1] He Li, "Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method", IEEE Dataport, 2024. [Online]. Available: http://dx.doi.org/10.21227/1v91-1v56. Accessed: Jan. 17, 2025.
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url = {http://dx.doi.org/10.21227/1v91-1v56},
author = {He Li },
publisher = {IEEE Dataport},
title = {Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method},
year = {2024} }
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He Li. (2024). Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method. IEEE Dataport. http://dx.doi.org/10.21227/1v91-1v56
He Li, 2024. Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method. Available at: http://dx.doi.org/10.21227/1v91-1v56.
He Li. (2024). "Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method." Web.
1. He Li. Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method [Internet]. IEEE Dataport; 2024. Available from : http://dx.doi.org/10.21227/1v91-1v56
He Li. "Data in Credibilistic portfolio optimization with investors’ coherent perceptions: A three-way decision method." doi: 10.21227/1v91-1v56