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

Name: Data update: The Global Multi-Asset Market Portfolio, 1959–2012
Published: 2022-01-24T08:16:42+00:00
License: https://creativecommons.org/licenses/by/4.0/
Keywords: Asset allocation, Asset pricing, Capital Asset Pricing Model, Cost of capital, Investing, Market portfolio, Finance, International Economics and International Finance, Banking, Finance and Investment not elsewhere classified, Financial Economics, Financial Institutions (incl. Banking), Macroeconomics (incl. Monetary and Fiscal Theory), Economics

dataset

posted 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.

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

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