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Data: Historical returns of the market portfolio

dataset
posted on 16.12.2019, 16:42 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

Licence

Exports