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Table 2 Datasets of weekly returns considered in this study (Bruni et al. 2016)

From: Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures

Dataset name Stock market index Assets (n) Time interval # of obs.
DowJones Dow Jones Industrial Average 28 Feb 1990 – Apr 2016 1363
FF49Industries Fama and French 49 Industry 49 Jul 1969 – Jul 2015 2325
NASDAQ100 NASDAQ 100 82 Nov 2004 – Apr 2016 596
SP500 S&P 500 442 Nov 2004 – Apr 2016 595
NASDAQComp NASDAQ Composite 1203 Feb 2003 – Apr 2016 685