Dataset Groups Activity Stream US Equities Returns Dataset The dataset used in this paper is a collection of daily close-to-close returns from 1999-01-04 to 2020-03-31 of US equities, adjusted for dividends, splits, and other corporate events. BibTex: @dataset{Christian_Bongiorno_and_Damien_Challet_2024, abstract = {The dataset used in this paper is a collection of daily close-to-close returns from 1999-01-04 to 2020-03-31 of US equities, adjusted for dividends, splits, and other corporate events.}, author = {Christian Bongiorno and Damien Challet}, doi = {10.57702/3hgfimvl}, institution = {No Organization}, keyword = {'Daily Returns', 'Portfolio Optimization', 'US Equities'}, month = {dec}, publisher = {TIB}, title = {US Equities Returns Dataset}, url = {https://service.tib.eu/ldmservice/dataset/us-equities-returns-dataset}, year = {2024} }
