Data for demonstrating the selective Bayesian expert debiasing (SBEDE) portfolio model in practice

Description

Data for demonstrating the selective Bayesian expert debiasing (SBEDE) portfolio model in practice: - Stock price history of 401 S&P500 companies 31.12.2009 - 31.12.2021 - Analyst target price histrory of the S&P500 companies 31.12.2009 - 30.9.2021 - Industry data of the S&P500 companies 30.09.2021 - Dividend history of the selected 182 S&P500 companies in 37 industries at 31.12.2014-31.12.2021 - Risk free rates (1-year and 2-year US Bond yields) at 31.12.2008-31.12.2021 - S&P500 index price (with and without dividends) 31.12.1927-31.12.2021 - Media sentiment data of 401 S&P500 companies 31.12.2009-31.12.2021

Year of publication

2025

Authors

University of Jyväskylä - Publisher

Informaatioteknologian tiedekunta

Heikkinen, Risto - Rights holder, Creator

Kauppakorkeakoulu

Lehkonen, Heikki - Contributor

Other information

Fields of science

Statistics and probability; Business and management

Language

English

Open access

Restricted access

License

Other (Not Open)

Keywords

toimialat, analyst target price, analyytikon tavoitehinta, dividend, industry, median sentimentti, media sentiment, osinko, osakekurssi, SP 500 -indeksi, SP500 index, stock price