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Low- and High-Dimensional Asset Prices Data
- data.mendeley.com
Updated Oct 18, 2017
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EmailClick to copy linkLink copiedCiteChi Seng Pun (2017). Low- and High-Dimensional Asset Prices Data [Dataset]. http://doi.org/10.17632/ndxfrshm74.2Unique identifierhttps://doi.org/10.17632/ndxfrshm74.2Dataset updatedOct 18, 2017AuthorsChi Seng PunLicenseAttribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automaticallyDescriptionThe data files contain seven low-dimensional financial research data (in .txt format) and four high-dimensional daily stock prices data (in .csv format). The low-dimensional data sets are provided by Lorenzo Garlappi on his website, while the high-dimensional data sets are downloaded from Yahoo!Finance by the contributor's own efforts. The description of the low-dimensional data sets can be found in DeMiguel et al. (2009, RFS).
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Low- and High-Dimensional Stock Price Data
- data.mendeley.com
Updated Oct 13, 2017ShareFacebookTwitterEmailClick to copy linkLink copiedCiteChi Seng Pun (2017). Low- and High-Dimensional Stock Price Data [Dataset]. http://doi.org/10.17632/ndxfrshm74.1Unique identifierhttps://doi.org/10.17632/ndxfrshm74.1Dataset updatedOct 13, 2017AuthorsChi Seng PunLicenseAttribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automaticallyDescriptionThe data files contain seven low-dimensional financial research data (in .txt format) and two high-dimensional daily stock prices data (in .csv format). The low-dimensional data sets are provided by Lorenzo Garlappi on his website, while the high-dimensional data sets are downloaded from Yahoo!Finance by the contributor's own effort. The description of the low-dimensional data sets can be found in DeMiguel et al. (2009, RFS). The two high-dimensional data sets contain daily adjusted close prices (from Jan 1, 2013 to Dec 31, 2014) of the stocks, which are in the index components list (as of Jan 7, 2015) of S&P 500 and Russell 2000 indices, respectively.
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FacebookTwitterEmailLow- and High-Dimensional Asset Prices Data
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
The data files contain seven low-dimensional financial research data (in .txt format) and four high-dimensional daily stock prices data (in .csv format). The low-dimensional data sets are provided by Lorenzo Garlappi on his website, while the high-dimensional data sets are downloaded from Yahoo!Finance by the contributor's own efforts. The description of the low-dimensional data sets can be found in DeMiguel et al. (2009, RFS).