World wealth

  title={World wealth},
  author={Roger G. Ibbotson and Laurence B. Siegel and Kathryn S. Love},

Historical Returns of the Market Portfolio

We create an annual return index for the invested global multiasset market portfolio. We use a newly constructed unique data set covering the entire market of financial investors. We analyze returns

Maintaining the stability of the housing market in the event of an economic shock

Purpose This paper aims to identify the economic stimulus measures that ensure stability of the Lithuanian housing market in the event of an economic shock. Design/methodology/approach The

The Global Market Portfolio

Two years after the global capital stock report of Gadzinski, Schuller, and Vacchino (2018) and 36 years after the world market wealth portfolio of Ibbotson, Siegel, and Love (1985), investors still

REBUTTAL: The Market Portfolio Is Bigger Than You Think

The true opportunity set and hypothetical benchmark for investors is, and always has been, the aggregate portfolio of every asset in the world. This portfolio is very diverse and complex. To control

A Window into Thai Mutual Fund Managers’ Perception and Decision-Making Process

This paper identifies key features of the Thai mutual fund industry and analyzes determinants of those characteristics using unique survey data from 45% of fund managers registered in Thailand in

Mutual fund efficiency and tradeoffs in the production of risk and return

Purpose - – The purpose of this paper is to estimate the performance of 188 mutual funds relative to the risk/return frontier accounting for the transaction costs of producing a portfolio of

The Long-Run Effects of the Fed’s Monetary Policy on the Dynamics among Major Asset Classes

Abstract It is well known that government monetary policies significantly impact financial markets. There have been numerous studies examining the relationship between monetary policy and the prices