3 datasets found

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...

We examine the risk and reward of investing by constructing a uniquely comprehensivemarket portfolio of $150 trillion worth of global assets that financial investors have...

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...