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 market portfolio" Review of Asset Pricing Studies本数据文件包含了Doeswijk、Lam及Swinkels（2019年）所著《市场组合的历史回报》一文中提到的全球投资多资产市场组合的年度权重与回报数据。