Description
Weekly price data of 2,196 NASDAQ constituents.
Format
A data frame with 265 weekly observations of 2196 members of the
NASDAQ index. The sample starts at 2003-03-03 and ends in 2008-03-24.Details
The data set was used in the reference below. The authors adjusted the
price data for dividends and have removed stocks if two or more
consecutive missing values were found. In the remaining cases the NA
entries have been replaced by interpolated values.
References
Cesarone, F. and Scozzari, A. and Tardella, F.: Portfolio selection
problems in practice: a comparison between linear and quadratic
optimization models, Working Paper, Universita degli Studi Roma Tre,
Universita Telematica delle Scienze Umane and Universita di Roma, July
2010.
http://arxiv.org/ftp/arxiv/papers/1105/1105.3594.pdf