data and result for "Robust Markowitz: Comprehensively maximizing Sharpe ratio by parametric-quadratic programming"

Published: 2 July 2021| Version 1 | DOI: 10.17632/yjng4g9sy5.1
Contributor:
Yue Qi

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data and result

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Please see Section "Illustration for 30 component stocks of Dow Jones Industrial Average" of the paper.

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Business

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