dji30ret

Dow Jones 30 Constituents closing value log returns from 1987-03-16 to 2009-02-03 from
yahoo finance. Note that AIG was replaced by KFT (Kraft Foods) on September 22, 2008. This
is not reflected in this data set as that would bring the starting date of the data
to 2001.The dataset is provided for the benchmarking of portfolio optimization problems.

datasets

General Non-linear Optimization Using Augmented Lagrange
        Multiplier Method

Alexios Ghalanos

Rsolnp

General Non-linear Optimization

dji30ret function

A data.frame containing 30x5521 observations.

dji30ret: data: Dow Jones 30 Constituents Closing Value Log Return

Description

Usage

Arguments

format

source