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Data: Historical returns of the market portfolio

dataset
posted on 16.12.2019 by Ronald Q. Doeswijk, Trevin Lam, Laurens Swinkels
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

History

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Exports