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- Research | AQR Asset Management Institute
Research papers by year
- 2018
- 2017
- 2016
Credit Suisse Global Investment Returns Yearbook 2016
Elroy Dimson, Paul Marsh, Mike Staunton
- 2015
Credit Suisse Global Investment Returns Yearbook 2015
Elroy Dimson, Paul Marsh, Mike Staunton
Alpha Decay
Rick DI Mascio, Anton Lines, Narayan Y. Naik
An Equilibrium Model of Institutional Demand and Asset Prices
Ralph S.J. Koijen, Motohiro Yogo
The Credit Spread Puzzle in the Merton Model – Myth or Reality?
Peter Feldhütter, Stephen Schaefer
Growing the Asset Management Franchise: Evidence from Hedge Fund Firms
Bill Fung, David Hsieh, Narayan Naik, Melvyn Teo
Survey Expectations of Returns and Asset Pricing Puzzles
Ralph S.J. Koijen, Maik Schmeling, Evert B. Vrugt
The paradox of financial fire sales and the role of arbitrage capital
James Dow, Jungsuk Han
Volatility of Aggregate Volatility and Hedge Fund Returns
Vikas Agarwal, Y. Eser Arisoy, Narayan Y. Naik
Patent Activity of Start-Ups and the Structuring of Venture Lending Contracts
Mischa Hesse, Eva Lutz, Eli Talmor
Consumer Spending and Property Taxes
Paolo Surico, Riccardo Trezzi
Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World
Alex Edmans, Lucius Li, Chendi Zhang
Keynes the Stock Market Investor: A Quantitative Analysis
David Chambers, Elroy Dimson, Justin Foo
Active Ownership
Elroy Dimson, Oğuzhan Karakaş, Xi Li
The Price of Wine
Elroy Dimson, Peter L. Rousseau, Christophe Spaenjers
The British Origins of the U.S. Endowment Model
David Chambers, Elroy Dimson
The Norway Model
David Chambers, Elroy Dimson, Antti Ilmanen
Contractual Incompleteness, Limited Liability and Asset Price Bubbles
James Dow, Jungsuk Han
Corporate Debt Markets and Recovery Rates with Vulture Investors
Ryan Lewis
- 2014
Credit Suisse Global Investment Returns Yearbook 2014
Elroy Dimson, Paul Marsh, Mike Staunton
Working paper: Household debt and the dynamic effects of income tax changes
James Cloyne, Paolo Surico
Consumption, Income Changes, and Heterogeneity: Evidence from Two Fiscal Stimulus Programs
Kanishka Misra, Paolo Surico
The Cross-Section and Time-Series of Stock and Bond Returns
Ralph Koijen, Hanno Lustig, Stijn Van Nieuwerburgh
Belief Dispersion in the Stock Market
Admen Atmaz, Suleyman Basak
A Model of Financialization of Commodities
Suleyman Basak, Anna Pavlova
Competition among Portfolio Managers and Asset Specialization
Suleyman Basak, Dmitry Makarov
Government Debt Management: The Long and the Short of it
Elisa Faraglia, Albert Marcet; Rigas Oikonomou, Andrew Scott
- 2013
Credit Suisse Global Investment Returns Yearbook 2013
Elroy Dimson, Paul Marsh, Mike Staunton
Bank lending and monetary transmission in the euro area
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Roberto A. Santis, Paolo Surico
Carry
Ralph Koijen, Lasse Pedersen, Tobias Moskowitz, Evert Vrugt
The Impact of Debt Levels and Debt Maturity on Inflation
Elisa Faraglia, Albert Marcet, Rigas Oikonomou, Andrew Scott
- 2012
Credit Suisse Global Investment Returns Yearbook 2012
Elroy Dimson, Paul Marsh, Mike Staunton
Risk Heterogeneity and Credit Supply: Evidence from the Mortgage Market
Timothy Besley, Neil Meads, Paolo Surico
Longevity Risk, Retirement Savings and Financial Innovation
Joao Cocco, Francisco Gomes
The Link Between Job Satisfaction and Firm Value, with Implications for Corporate Social Responsibility
Alex Edmans
Quantitative Easing and Unconventional Monetary Policy – An Introduction
Michael Joyce, David Miles, Andrew Scott, Dimitri Vayanos
- 2011
Credit Suisse Global Investment Returns Yearbook 2011
Elroy Dimson, Paul Marsh, Mike Staunton
Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
Alex Edmans
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