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Fama-French Portfolios dataset and benchmarks · SOTA2 Research

Research Datasets

Fama-French Portfolios

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Portfolio Optimization

Fama-French Portfolios Dataset 2021-2023

55.08Return (%)

9

Popular tasks

Portfolio Optimization

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