EuroStoxx50: EURO STOXX 50

Description Usage Format Details Source References Examples


Weekly price data of 48 EURO STOXX 50 constituents.




A data frame with 265 weekly observations of 48 members of the EURO STOXX 50 index. The sample starts at 2003-03-03 and ends in 2008-03-24.


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 In the remaining cases the NA entries have been replaced by interpolated values.



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.



Example output

Loading required package: cccp
Loading required package: Rglpk
Loading required package: slam
Using the GLPK callable library version 4.52
Loading required package: timeSeries
Loading required package: timeDate
Financial Risk Modelling and Portfolio Optimisation with R (version 0.4-1)

FRAPO documentation built on May 2, 2019, 6:33 a.m.

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