Data: Historical returns of the market portfolio

Dataset

DOI

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

This entry is a two-file data package totaling 204.9 KB, containing files in .pdf and .ods formats.If you use this dataset, please cite: Doeswijk, Ronald Q.; Lam, Trevin; Swinkels, Laurens (2019). Data: Historical returns of the market portfolio. Erasmus University Rotterdam (EUR). Dataset. https://doi.org/10.25397/eur.9419585

Identifier
DOI	https://doi.org/10.34894/U8K0PH
Metadata Access	https://dataverse.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.34894/U8K0PH

Provenance
Creator	Doeswijk, Ronald Q.; Lam, Trevin; Swinkels, Laurens
Publisher	DataverseNL
Contributor	Swinkels, Laurens
Publication Year	2025
Rights	CC-BY-4.0; info:eu-repo/semantics/openAccess; http://creativecommons.org/licenses/by/4.0
OpenAccess	true
Contact	Swinkels, Laurens (Erasmus School of Economics <https://ror.org/057w15z03>)

Representation
Resource Type	Dataset
Format	application/pdf; application/vnd.oasis.opendocument.spreadsheet
Size	141702; 59930
Version	1.0
Discipline	Economics; History; Humanities; Social and Behavioural Sciences