DATASET
Historical returns of the market portfolio.ods (9.18 kB)
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Data: Historical returns of the market portfolio
Version 2 2019-12-16, 16:42
Version 1 2019-09-20, 12:15
dataset
posted on 2019-12-16, 16:42 authored by Ronald Q. Doeswijk, Trevin Lam, Laurens SwinkelsLaurens SwinkelsThis 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
