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