Dataset for Master's diploma

Published: 3 April 2023| Version 1 | DOI: 10.17632/4bh27bjjr7.1
Contributor:
Daniil Erashov

Description

files tbrutmos, lqdt, sbgb are real time hourly data for these etfs to test CPPI strategy, risky asset data - IMOEX data from 2015 year, risk free asset data - data for RGBITR from 2015, riskparitydata - data from 2019 for 4 asset classes for riskparity strategy

Files

Institutions

Moskovskij gosudarstvennyj universitet imeni M V Lomonosova

Categories

Finance Services

Licence