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
Periods S&P 500 Small Stk Corp Bond Long Gvt IT Gvt Day TBill US Inflation
S&P 500 TR
U.S. Small Stk TR
U.S. LT Corp TR
U.S. LT Gvt TR
U.S. IT Gvt TR
U.S. 30 Day TBill TR
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