{"status":"OK","data":{"id":512261,"identifier":"GSS4PM","persistentUrl":"https://doi.org/10.34894/GSS4PM","protocol":"doi","authority":"10.34894","separator":"/","publisher":"DataverseNL","publicationDate":"2025-08-21","storageIdentifier":"surf://10.34894/GSS4PM","effectiveDatasetFileCountLimit":10000,"datasetFileUploadsAvailable":9994,"datasetType":"dataset","locks":[],"latestVersion":{"id":31441,"datasetId":512261,"datasetPersistentId":"doi:10.34894/GSS4PM","datasetType":"dataset","storageIdentifier":"surf://10.34894/GSS4PM","versionNumber":1,"internalVersionNumber":10,"versionMinorNumber":0,"versionState":"RELEASED","latestVersionPublishingState":"DRAFT","deaccessionLink":"","distributionDate":"2024-03-15","lastUpdateTime":"2025-08-21T19:46:33Z","releaseTime":"2025-08-21T19:46:33Z","createTime":"2025-08-21T19:45:15Z","publicationDate":"2025-08-21","citationDate":"2025-08-21","effectiveDatasetFileCountLimit":10000,"datasetFileUploadsAvailable":9994,"license":{"name":"CC-BY-4.0","uri":"http://creativecommons.org/licenses/by/4.0","iconUri":"https://i.creativecommons.org/l/by/4.0/88x31.png"},"fileAccessRequest":true,"metadataBlocks":{"citation":{"displayName":"Citation Metadata","name":"citation","fields":[{"typeName":"title","multiple":false,"typeClass":"primitive","value":"Data: The Risk and Reward of Investing"},{"typeName":"otherId","multiple":true,"typeClass":"compound","value":[{"otherIdAgency":{"typeName":"otherIdAgency","multiple":false,"typeClass":"primitive","value":"Figshare"},"otherIdValue":{"typeName":"otherIdValue","multiple":false,"typeClass":"primitive","value":"https://doi.org/10.25397/eur.21067534"}}]},{"typeName":"author","multiple":true,"typeClass":"compound","value":[{"authorName":{"typeName":"authorName","multiple":false,"typeClass":"primitive","value":"Doeswijk, Ronald Q."}},{"authorName":{"typeName":"authorName","multiple":false,"typeClass":"primitive","value":"Swinkels, Laurens"},"authorAffiliation":{"typeName":"authorAffiliation","multiple":false,"typeClass":"primitive","value":"https://ror.org/057w15z03","expandedvalue":{"scheme":"http://www.grid.ac/ontology/","termName":"Erasmus University Rotterdam","@type":"https://schema.org/Organization"}},"authorIdentifierScheme":{"typeName":"authorIdentifierScheme","multiple":false,"typeClass":"controlledVocabulary","value":"ORCID"},"authorIdentifier":{"typeName":"authorIdentifier","multiple":false,"typeClass":"primitive","value":"0000-0002-1174-8079"}}]},{"typeName":"datasetContact","multiple":true,"typeClass":"compound","value":[{"datasetContactName":{"typeName":"datasetContactName","multiple":false,"typeClass":"primitive","value":"Swinkels, Laurens"},"datasetContactAffiliation":{"typeName":"datasetContactAffiliation","multiple":false,"typeClass":"primitive","value":"Erasmus School of Economics <https://ror.org/057w15z03>"}}]},{"typeName":"dsDescription","multiple":true,"typeClass":"compound","value":[{"dsDescriptionValue":{"typeName":"dsDescriptionValue","multiple":false,"typeClass":"primitive","value":"<p dir=\"ltr\">We examine the risk and reward of investing by constructing a uniquely comprehensive<br>market portfolio of $150 trillion worth of global assets that financial investors have invested<br>in, spanning the period 1970-2022 at the monthly frequency. This monthly frequency allows<br>us to more accurately estimate the risks involved with investing. Even though the Sharpe<br>ratio of the global market portfolio is not much higher than that of equities, it is much more<br>stable over time. Moreover, drawdowns of the global market portfolio are less deep and<br>shorter. When the market portfolio is expressed in other currencies than the U.S. dollar,<br>risks of investing appear larger.</p>"}}]},{"typeName":"subject","multiple":true,"typeClass":"controlledVocabulary","value":["Other"]},{"typeName":"keyword","multiple":true,"typeClass":"compound","value":[{"keywordValue":{"typeName":"keywordValue","multiple":false,"typeClass":"primitive","value":"Market Portfolio"}},{"keywordValue":{"typeName":"keywordValue","multiple":false,"typeClass":"primitive","value":"Investment"}},{"keywordValue":{"typeName":"keywordValue","multiple":false,"typeClass":"primitive","value":"Investment Risk"}},{"keywordValue":{"typeName":"keywordValue","multiple":false,"typeClass":"primitive","value":"Financial Markets"}},{"keywordValue":{"typeName":"keywordValue","multiple":false,"typeClass":"primitive","value":"Macrofinancial Risk"}}]},{"typeName":"topicClassification","multiple":true,"typeClass":"compound","value":[{"topicClassValue":{"typeName":"topicClassValue","multiple":false,"typeClass":"primitive","value":"Financial Economics"}},{"topicClassValue":{"typeName":"topicClassValue","multiple":false,"typeClass":"primitive","value":"International Economics"}},{"topicClassValue":{"typeName":"topicClassValue","multiple":false,"typeClass":"primitive","value":"Economic History"}}]},{"typeName":"notesText","multiple":false,"typeClass":"primitive","value":"<p>This entry is a four-file data package totaling 491.4 KB, containing files in .pdf, .txt and .ods formats.<p><p>If you use this dataset, please cite: Doeswijk, Ronald Q.; Swinkels, Laurens (2024). Data: The Risk and Reward of Investing. Erasmus University Rotterdam (EUR). Dataset. <a href=\"https://doi.org/10.25397/eur.21067534\" target=\"_blank\">https://doi.org/10.25397/eur.21067534</a><p>"},{"typeName":"language","multiple":true,"typeClass":"controlledVocabulary","value":["English"]},{"typeName":"distributionDate","multiple":false,"typeClass":"primitive","value":"2024-03-15"},{"typeName":"depositor","multiple":false,"typeClass":"primitive","value":"Swinkels, Laurens"},{"typeName":"dateOfDeposit","multiple":false,"typeClass":"primitive","value":"2022-09-08"},{"typeName":"timePeriodCovered","multiple":true,"typeClass":"compound","value":[{"timePeriodCoveredStart":{"typeName":"timePeriodCoveredStart","multiple":false,"typeClass":"primitive","value":"1969-12"},"timePeriodCoveredEnd":{"typeName":"timePeriodCoveredEnd","multiple":false,"typeClass":"primitive","value":"2022-12-31"}}]}]},"geospatial":{"displayName":"Geospatial Metadata","name":"geospatial","fields":[{"typeName":"geographicCoverage","multiple":true,"typeClass":"compound","value":[{"otherGeographicCoverage":{"typeName":"otherGeographicCoverage","multiple":false,"typeClass":"primitive","value":"Worldwide"}}]}]},"socialscience":{"displayName":"Social Science and Humanities Metadata","name":"socialscience","fields":[{"typeName":"unitOfAnalysis","multiple":true,"typeClass":"primitive","value":["Financial Investors"]},{"typeName":"universe","multiple":true,"typeClass":"primitive","value":["Global Assets"]}]},"dansDataVaultMetadata":{"displayName":"Data Vault Metadata","name":"dansDataVaultMetadata","fields":[{"typeName":"dansDataversePid","multiple":false,"typeClass":"primitive","value":"doi:10.34894/GSS4PM"},{"typeName":"dansDataversePidVersion","multiple":false,"typeClass":"primitive","value":"1.0"},{"typeName":"dansBagId","multiple":false,"typeClass":"primitive","value":"urn:uuid:b90136dd-aaa7-4900-b4ca-a89d1ee51a5c"},{"typeName":"dansNbn","multiple":false,"typeClass":"primitive","value":"urn:nbn:nl:ui:13-46d8498f-c16d-4a1e-86f8-cae4323c9661"}]}},"files":[{"description":"","label":"~$Public GMP data file.ods","restricted":false,"directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","version":1,"datasetVersionId":31441,"categories":["Data"],"dataFile":{"id":512263,"persistentId":"","filename":"~$Public GMP data file.ods","contentType":"application/vnd.oasis.opendocument.spreadsheet","friendlyType":"OpenOffice Spreadsheet","filesize":165,"description":"","categories":["Data"],"storageIdentifier":"surf://store:198ce2a01ad-bb3fc0c4707d","rootDataFileId":-1,"checksum":{"type":"SHA-1","value":"c2c1cc9eaa6ca292ef53d6fccd5ec6af60186f1e"},"tabularData":false,"creationDate":"2025-08-21","publicationDate":"2025-08-21","directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","lastUpdateTime":"2025-08-21T19:46:33Z","fileAccessRequest":true}},{"description":"","label":"Public GMP data file.ods","restricted":false,"directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","version":1,"datasetVersionId":31441,"categories":["Data"],"dataFile":{"id":512264,"persistentId":"","filename":"Public GMP data file.ods","contentType":"application/vnd.oasis.opendocument.spreadsheet","friendlyType":"OpenOffice Spreadsheet","filesize":425106,"description":"","categories":["Data"],"storageIdentifier":"surf://store:198ce2a028e-a478bceababd","rootDataFileId":-1,"checksum":{"type":"SHA-1","value":"912ce436cdfad67d994a839d2d7c0827a581f231"},"tabularData":false,"creationDate":"2025-08-21","publicationDate":"2025-08-21","directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","lastUpdateTime":"2025-08-21T19:46:33Z","fileAccessRequest":true}},{"description":"","label":"README.pdf","restricted":false,"directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","version":1,"datasetVersionId":31441,"categories":["Data"],"dataFile":{"id":512265,"persistentId":"","filename":"README.pdf","contentType":"application/pdf","friendlyType":"Adobe PDF","filesize":25122,"description":"","categories":["Data"],"storageIdentifier":"surf://store:198ce2a0373-9642baf13231","rootDataFileId":-1,"checksum":{"type":"SHA-1","value":"5958f8ad2d2de43cd0aa636cdebbea2fe0b465ef"},"tabularData":false,"creationDate":"2025-08-21","publicationDate":"2025-08-21","directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","lastUpdateTime":"2025-08-21T19:46:33Z","fileAccessRequest":true}},{"description":"","label":"README.txt","restricted":false,"directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","version":1,"datasetVersionId":31441,"categories":["Data"],"dataFile":{"id":512262,"persistentId":"","filename":"README.txt","contentType":"text/plain","friendlyType":"Plain Text","filesize":8613,"description":"","categories":["Data"],"storageIdentifier":"surf://store:198ce2a00ef-b697a42d868f","rootDataFileId":-1,"checksum":{"type":"SHA-1","value":"8ed0e6ba64f3d02601f5125901472314cf657dc9"},"tabularData":false,"creationDate":"2025-08-21","publicationDate":"2025-08-21","directoryLabel":"10.25397_eur.21067534/The Risk and Reward of Investing.zip/The Risk and Reward of Investing","lastUpdateTime":"2025-08-21T19:46:33Z","fileAccessRequest":true}}]}}}