Trading Period | Stock of Synthetic Asset (Set S) | Dim (S) |
2007-2015 | {BRK.B, DVN, IBM, SPG} | 4 |
2008-2015 | {CAN, BAX, BMY, DELL, EMC, GE, HAL, MDLZ, NSC, T, TXN, VZ} | 12 |
2009-2015 | {DVN, FCX, IBM, MON, SPG} | 5 |
20010-2015 | {APA, AXP, C, CAT, COF, FCX, IBM, MMM} | 8 |
2011-2015 | {COST, FDX, GS, QCOM} | 4 |