9 lines
321 B
Plaintext
9 lines
321 B
Plaintext
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Data from EuroStoxx50
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Weekly returns (r) and covariance (R) for N=48 stocks during 264 weeks from March 2003 to March 2008. An artificial risk-free asset r0 is also included.
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Data suppplied by
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Fabio Tardella
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Professor of Operations Research
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University of Rome "La Sapienza"
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http://w3.uniroma1.it/Tardella/datasets.html
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