10.25397/eur.9419585.v2 Ronald Q. Doeswijk Ronald Q. Doeswijk Trevin Lam Trevin Lam Laurens Swinkels Laurens Swinkels Data: Historical returns of the market portfolio Erasmus University Rotterdam (EUR) 2019 Asset pricing Capital Asset Pricing Model Corporate finance Asset allocation Investing Market portfolio Financial Economics Financial Institutions (incl. Banking) Finance International Economics and International Finance Banking, Finance and Investment not elsewhere classified Economic History Economics 2019-12-16 16:42:07 Dataset https://datarepository.eur.nl/articles/dataset/Data_Historical_returns_on_the_market_portfolio/9419585 This data file contains the annual weights and returns of the global invested multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2019) "Historical returns of the market portfolio" Review of Asset Pricing Studies