Data: Historical returns of the market portfolio
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