Doeswijk, Ronald Q. Lam, Trevin Swinkels, Laurens Data: Historical returns of the market portfolio This 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 Asset pricing;Capital Asset Pricing Model;Corporate finance;Asset allocation;Investing;Market portfolio;Financial Economics;Financial Institutions (incl. Banking);Finance;International Economics and International Finance;Banking, Finance and Investment not elsewhere classified;Economic History;Economics 2019-12-16
    https://datarepository.eur.nl/articles/dataset/Data_Historical_returns_on_the_market_portfolio/9419585
10.25397/eur.9419585.v2