Weekly price data of 476 S&P 500 constituents.
A data frame with 265 weekly observations of 476 members of the S&P 500 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 In the remaining cases the NA entries have been replaced by interpolated values.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
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.