Data update: The Global Multi-Asset Market Portfolio, 1959–2012
dataset
posted on 24.01.2022, 08:16 by Ronald Q. Doeswijk, Trevin Lam, Laurens SwinkelsLaurens SwinkelsThis dataset contains the annually updated global multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2014). The latest update contains data until 31 December 2021.
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Asset allocationAsset pricingCapital Asset Pricing ModelCost of capitalInvestingMarket portfolioFinanceInternational Economics and International FinanceBanking, Finance and Investment not elsewhere classifiedFinancial EconomicsFinancial Institutions (incl. Banking)Macroeconomics (incl. Monetary and Fiscal Theory)Economics
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