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Data: Historical returns of the market portfolio
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Version 2
Version 2 2019-12-16, 16:42
Version 2 2019-12-16, 16:42
Version 1 2019-09-20, 12:15
Version 1 2019-09-20, 12:15
dataset
posted on 2019-12-16, 16:42
authored by
Ronald Q. Doeswijk
,
Trevin Lam
,
Laurens Swinkels
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
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Categories
Financial economics
Financial institutions (incl. banking)
Finance
International economics
Banking, finance and investment not elsewhere classified
Economic history
Other economics not elsewhere classified
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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CC BY 4.0
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