Data for: Forecasting compositional risk allocations

Name: Data for: Forecasting compositional risk allocations
Creator: Miguel Santolino
Published: 2018-10-31T22:35:13.078Z
Keywords: Insurance

Santolino, Miguel; Guillen, Montserrat; Boonen, Tim

doi:10.17632/mgwnm968x6.1

Data for: Forecasting compositional risk allocations

Published: 31 October 2018| Version 1 | DOI: 10.17632/mgwnm968x6.1

Contributors:

Miguel Santolino, Montserrat Guillen, Tim Boonen

Description

The S&P 500 index, the DAX index, and the CAC 40 index daily values from January 1st, 2000, to December 31st, 2016.

Data for: Forecasting compositional risk allocations

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