nyse.cover.1962.1984: Some NYSE stocks as used by Cover

Description Usage Format Source References

Description

This data set is a xts time series of close to close ratios for some subset of NYSE stocks as originally used by Cover. The same series was used as reference by some other articles.

Usage

1

Format

A xts time series, column names identify the stocks, plus Cash and Bond.

Source

Available online at http://www.szit.bme.hu/~oti/portfolio/data.html

References

Cover, Universal Portfolios


logopt documentation built on May 2, 2019, 5:49 p.m.