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 market portfolio contai
The datasets for the Role of Financial Investors on Commodity Futures Risk Premium are weekly datasets for the period from 1995 to 2015 for three commodities in the energy market: crude oil (WTI), hea