1. Historical Perspective on U.S. Asset Returns
Campbell R. Harvey
Duke University, Durham, NC USA
National Bureau of Economic Research, Cambridge MA USA
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2. Harvey: Historical Perspective

3. Harvey: Historical Perspective

4. Harvey: Historical Perspective
Correlation Matrix
S&P U.S. Small Stk U.S. LT Corp U.S. LT Gvt U.S. IT Gvt U.S. 30 DTBill U.S. Infl
S&P
U.S. Small Stk
U.S. LT Corp
U.S. LT Gvt
U.S. IT Gvt
U.S. 30d TBill
U.S. Inflation

5. Harvey: Historical Perspective

6. Harvey: Historical Perspective

7. Harvey: Historical Perspective

8. Harvey: Historical Perspective

9. Harvey: Historical Perspective

10. Harvey: Historical Perspective

11. Harvey: Historical Perspective