Data: Historical returns of the market portfolio

Name: Data: Historical returns of the market portfolio
Published: 2019-12-16T16:42:07+00:00
License: https://creativecommons.org/licenses/by/4.0/
Keywords: 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

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posted on 2019-12-16, 16:42 authored by Ronald Q. Doeswijk, Trevin Lam, Laurens SwinkelsLaurens 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

Data: Historical returns of the market portfolio

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