NASDAQ: NASDAQ
In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R
NASDAQ R Documentation
NASDAQ
Description
Weekly price data of 2,196 NASDAQ constituents.
Usage
data(NASDAQ)
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entries have been replaced by interpolated values.
Source
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
Examples
data(NASDAQ)
FRAPO documentation built on Jan. 25, 2026, 9:07 a.m.
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| NASDAQ | R Documentation |
NASDAQ
Description
Weekly price data of 2,196 NASDAQ constituents.
Usage
data(NASDAQ)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 In the remaining cases the NA entries have been replaced by interpolated values.
Source
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
Examples
data(NASDAQ)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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