Data update: The Global Multi-Asset Market Portfolio, 1959–2012
datasetposted on 2022-01-24, 08:16 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 2021.
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