Research

Articles

"The Worldwide Equity Premium: A Smaller Puzzle" by Elroy Dimson, Paul Marsh and Mike Staunton will appear in Handbook of Investments: Equity Risk Premium, edited by the co-discoverer of the equity premium puzzle, Professor Rajnish Mehra.  The paper may be downloaded from the SSRN website.

Case Studies

Endowment Case Studies for teaching in the Foundation and Endowment Asset Management programme, the MBA and Masters in Finance courses offered by London Business School include:

  • The Norwegian Pension Fund by Elroy Dimson and Argiro Papadopoulou
  • The Wellcome Trust by Shanta Acharya and Elroy Dimson  

Webcasts

Webcasts on Foundationand Encowment Investment topics include:

Monographs

The Millennium Book: a Century of Investment Returns by Elroy Dimson, Paul Marsh and Mike Staunton has been published in Chinese as World Capital Market Returns Over the Past 100 Years (State Council Office for Restructuring the Economic System, Beijing, 2006).

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