Low- and High-Dimensional Asset Prices Data
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下载链接：
https://data.mendeley.com/datasets/ndxfrshm74
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资源简介：
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).
创建时间：
2018-05-16
