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Data update: The Global Multi-Asset Market Portfolio, 1959–2012

dataset
posted on 2023-01-10, 08:52 authored by Ronald Q. Doeswijk, Trevin Lam, Laurens SwinkelsLaurens Swinkels

This dataset contains the annually updated global multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2014). The latest update contains data until 31 December 2022.

The market portfolio contains important information for purposes of strategic asset allocation. One could consider it a natural benchmark for investors. The authors composed the invested global multi-asset market portfolio for 1990–2012 by estimating the market capitalization for equities, private equity, real estate, high-yield bonds, emerging-market debt, investment-grade credits, government bonds, and inflation-linked bonds. They also used an expanded period (1959–2012) for the main asset categories: equities, real estate, nongovernment bonds, and government bonds.

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