Low- and High-Dimensional Asset Prices Data

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).

该数据集包含七个低维金融研究数据文件（.txt格式）以及四个高维每日股票价格数据文件（.csv格式）。低维数据集由Lorenzo Garlappi在其网站上提供，而高维数据集则由贡献者自行从Yahoo!Finance下载。关于低维数据集的描述可参见DeMiguel等人在2009年的《Review of Financial Studies》上发表的文章。