2026-10-14T13:24:52Z https://www.scidb.cn/oai

10.57760/sciencedb.j00214.0006p 2026-09-11T10:02:18Z

2026-09-11 Robust Portfolio Optimization with Parameter Uncertainty doi:10.57760/sciencedb.j00214.0006p en This document contains the relevant data, main code, and appendices of the article "Robust Portfolio Optimization Based on Parameter Uncertainty". among which Data refers to the relevant data corresponding to simulation analysis and empirical analysis Methods is the implementation code for each strategy in the article The figures are Figure 1, Figure 2, Figure 3, and Figure 4 of the article  Mean-variance portfolio; parameter uncertainty; robust optimization; robust linear regression du yi lin Mei Xiaoling PUBLIC https://creativecommons.org/licenses/by-nc-nd/4.0/ dataset Science Data Bank