Sandra García-Rodríguez

Learn More
Traditional mean–variance financial portfolio optimization is based on two sets of parameters, estimates for the asset returns and the variance–covariance matrix. The allocations resulting from both traditional methods and heuristics are very dependent on these values. Given the unreliability of these forecasts, the expected risk and return for the(More)
This data article presents the results of all the statistical analyses applied to the relative intensities of the detected 2D-DiGE protein spots for each of the 3 performed DiGE experiments. The data reveals specific subsets of protein spots with significant differences between WT and CD38-deficient mice with either Collagen-induced arthritis (CIA), or with(More)