DATASET
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Data update: The Global Multi-Asset Market Portfolio, 1959–2012
Version 6 2024-03-06, 11:19Version 6 2024-03-06, 11:19
Version 5 2023-01-10, 08:52Version 5 2023-01-10, 08:52
Version 4 2022-01-24, 08:16Version 4 2022-01-24, 08:16
Version 3 2021-01-07, 10:38Version 3 2021-01-07, 10:38
Version 2 2020-01-28, 08:12Version 2 2020-01-28, 08:12
Version 1 2019-11-20, 10:23Version 1 2019-11-20, 10:23
dataset
posted on 2020-01-28, 08:12 authored by Ronald Q. Doeswijk, Trevin Lam, Laurens SwinkelsLaurens SwinkelsThis data set contains the annually updated global multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2014). The latest update contains data until 31 December 2019.
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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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