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Financial Innovation

Table 3 Classification of the assets belonging to each dataset in terms of skewness (Skew), standard semideviation (Stsd) and standard deviation (Std)

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

 

Skew<−0.5

Skew>0.5

Dataset name

Assets

Stsd>Std

Assets

Stsd<Std

DowJones

2

2

1

1

FF49Industries

2

2

6

6

NASDAQ100

2

2

20

20

SP500

25

25

109

108

NASDAQComp

19

15

668

668

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