Datasets for Portfolio Optimization

Published: 28 July 2022| Version 1 | DOI: 10.17632/g5579mmc9k.1
Contributors:
Man-Fai Leung, Jun Wang

Description

This dataset contains stocks' weekly adjusted closing prices of HDAX (Deutsche Borse), FTSE (London Stock Exchange), HSCI (Hong Kong Stock Exchange), and SP500 (New York Stock Exchange and Nasdaq Stock Market) from January 3, 2000 to December 29, 2017. A column corresponds to a stock with 939 weekly adjusted closing prices.

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Categories

Portfolio Optimization, Asset Management

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