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Data · dataset · 2025

Data: Historical returns of the market portfolio

Listed in IISH Dataverse

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

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Provenance · 1 source records, 12 field assertions
SourceKeyLast seenRaw
IISH Dataversedoi:10.34894/U8K0PH13 d agoJSON v1
FieldAssertionExtractorEvidence
concepts[field].anzsrc:field:350202mapping · datasets iisg amsterdamvocabulary-mapper@1.0.0keywords['Finance']
concepts[field].anzsrc:field:380103mapping · datasets iisg amsterdamvocabulary-mapper@1.0.0keywords['Economic History']
concepts[field].anzsrc:field:380107mapping · datasets iisg amsterdamvocabulary-mapper@1.0.0keywords['Financial Economics']
concepts[field].dataverse_subject:othersource · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0/subjects
concepts[field].local:field:economics-financemapping · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0/subjects
concepts[field].local:field:humanitiesmapping · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0/subjects
created_datesource · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0
descriptionsource · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0/description
publication_datesource · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0
titlesource · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0/name
updated_datesource · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0
version_labelsource · datasets iisg amsterdamconnector:datasets_iisg_amsterdam@1.0.0