Description of the data sets used in the paper "Minimum risk versus capital and risk diversification strategies for portfolio construction" (F. Cesarone, S. Colucci), Journal of the Operational Research Society, Vol. 69, No. 2, pp. 183-200 (2018), https://doi.org/10.1057/s41274-017-0216-5. The PDF document lists the assets (with their Bloomberg tickers) composing the seven investment universes analysed in the paper: GDP-Mix1 (global diversified portfolio), IBGEP-Mix2 (Italian bond and global equity portfolio), WWA-Mix3 (worldwide assets), Euro-Eq1 (stock picking on Eurostoxx 50), WES-Eq2 (world equity sectors), EEC-Eq3 (equity emerging countries) and Euro-Bond (euro government bond portfolio).
Cesarone, F., Colucci, S. (2018). Data sets for "Minimum risk versus capital and risk diversification strategies for portfolio construction".
Data sets for "Minimum risk versus capital and risk diversification strategies for portfolio construction"
Cesarone, Francesco;Colucci, Stefano
2018-01-01
Abstract
Description of the data sets used in the paper "Minimum risk versus capital and risk diversification strategies for portfolio construction" (F. Cesarone, S. Colucci), Journal of the Operational Research Society, Vol. 69, No. 2, pp. 183-200 (2018), https://doi.org/10.1057/s41274-017-0216-5. The PDF document lists the assets (with their Bloomberg tickers) composing the seven investment universes analysed in the paper: GDP-Mix1 (global diversified portfolio), IBGEP-Mix2 (Italian bond and global equity portfolio), WWA-Mix3 (worldwide assets), Euro-Eq1 (stock picking on Eurostoxx 50), WES-Eq2 (world equity sectors), EEC-Eq3 (equity emerging countries) and Euro-Bond (euro government bond portfolio).I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
