Stackpole company makes ferrite in shapes specially suitable for baluns. In general the two cylinders in parallel work great. Fair-Rite company has an application note describing the effects of their core materials.
**broken link removed**
Their catalog at https://www.fair-rite.com/products.htm will also have selection guides.
In general the high frequency end is set by the coax length and the low frequency limit is set by the ferrite type. You should experiment to pick the trade off between impedance accuracy and bandwidth. There are two tricks to extend the frequency range a little. Shunt capacitors will extend the high end and series capacitors will extend the low end. You will have to use a network analyzer to get the right values.