Dynamic-Calibration/utils/YALMIP-master/extras/portfoliodata.txt

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Data from EuroStoxx50
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.
Data suppplied by
Fabio Tardella
Professor of Operations Research
University of Rome "La Sapienza"
http://w3.uniroma1.it/Tardella/datasets.html