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Data: Simulating historical inflation-linked bond returns
This data set contains the simulated international inflation-linked bond return series used to create Table 4 (annual) and Table A.4 (monthly) of Swinkels (2018). This entry is... -
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... -
Data: Anomalies in the China A-share market
This paper sheds light on the similarities and differences with respect to the presence of anomalies in the China A-share market and other markets. To this end, we examine the... -
Data update: The Global Multi-Asset Market Portfolio, 1959–2012
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 2023. The... -
Data: Factor models for Chinese A-shares
This file contains the monthly returns of the Chinese A-share equity factor series (2000-2019) used in Hanauer, Jansen, Swinkels, Zhou (2022). This entry is a two-file data...
