---
title: Global Market Portfolio
url: https://www.ml-quant.com/papers/ssrn/4937996/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4937996
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4937996
featured: 2024-08-28
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4937996
- Identifier: SSRN 4937996
- Released: 2024-08-27
- First featured: Quant Letter No. 63 (2024-08-28): https://www.ml-quant.com/issues/2024-08-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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