Data · dataset · 2025
Data update: The Global Multi-Asset Market Portfolio, 1959–2012
Listed in IISH Dataverse
This dataset contains the annually updated global multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2014).
Description
The latest update contains data until 31 December 2023. The market portfolio contains important information for purposes of strategic asset allocation.
One could consider it a natural benchmark for investors. The authors composed the invested global multi-asset market portfolio for 1990–2012 by estimating the market capitalization for equities, private equity, real estate, high-yield bonds, emerging-market debt, investment-grade credits, government bonds, and inflation-linked bonds. They also used an expanded period (1959–2012) for the main asset categories: equities, real estate, nongovernment bonds, and government bonds.
Links
Where it is published
- Dataverse dataset page dataverse.nl/dataset.xhtml?persistentId=doi%3A10.34894%2FCBXAIY ↗
landing page · from datasets iisg amsterdam
- DOI doi.org/10.34894/cbxaiy ↗
DOI / persistent id · from datasets iisg amsterdam
Catalogue records · 1
- Dataverse API dataverse.nl/api/datasets/:persistentId/?persistentId=doi%3A10.34894%2FCBXA… ↗
metadata API · from datasets iisg amsterdam
Topics
- Stated by source
- Other
- From keywords
- Economics & Finance · Finance · Financial economics
Provenance · 1 source records, 10 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| IISH Dataverse | doi:10.34894/CBXAIY | 12 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].anzsrc:field:350202 | mapping · datasets iisg amsterdam | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].anzsrc:field:380107 | mapping · datasets iisg amsterdam | vocabulary-mapper@1.0.0 | keywords['Financial Economics'] |
| concepts[field].dataverse_subject:other | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].local:field:economics-finance | mapping · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| created_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| description | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /description |
| publication_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| title | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /name |
| updated_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| version_label | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 |