Global Market Portfolio
A study of a $150 trillion global market portfolio from 1970-2022 shows it is more stable than equities, despite a similar Sharpe ratio, with risks appearing larger in non-U.S. currencies.
Featured in No. 63 on 28 Aug 2024 · 1 day after release
- Released
- 27 Aug 2024
- First featured
- No. 63 · 28 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 34
- Identifier
- SSRN 4937996
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).