Data: Historical returns of the market portfolio
datasetposted on 16.12.2019 by Ronald Q. Doeswijk, Trevin Lam, Laurens Swinkels
Datasets usually provide raw data for analysis. This raw data often comes in spreadsheet form, but can be any collection of data, on which analysis can be performed.
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