Table 3 Description of Portfolio empirical inquiry Task Data. Date format: Month/Day/Year.
From: Application of regularized covariance matrices in logistic regression and portfolio optimization
Date | 1 | 2 | 3 | 4 | 5 |
|---|---|---|---|---|---|
1/3/2007 | \(6.69 \times 10^{-5}\) | \(-0.0034745\) | \(-0.000135354\) | \(-0.000415859\) | 0.000143635 |
1/4/2007 | \(-0.001592312\) | \(-0.000391181\) | 0.001362023 | \(-0.000621471\) | 0.000142545 |
1/5/2007 | \(-0.000924309\) | 0.000355881 | 0.000217301 | \(-0.000351128\) | 0.00106116 |
1/8/2007 | 0.000233673 | 0.00016364 | 0.00042686 | 0.000824174 | \(-0.000148407\) |
1/9/2007 | \(-0.000686046\) | 0.000172788 | 0.00035048 | \(-0.000162777\) | 0.000103665 |
