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Publications

by members of

University of Cambridge → Judge Business School → Centre for Endowment Asset Management

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Chambers, David & Dimson, Elroy & Ilmanen, Antti & Rintamäki, Paul, 2025, "Long-Run Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 20800, Oct.

2020

  1. Chambers, David & , & Spaenjers, Christophe, 2020, "Art as an Asset: Evidence from Keynes the Collector," CEPR Discussion Papers, Centre for Economic Policy Research, number 14357, Jan.

2014

  1. Elroy Dimson & Christophe Spaenjers, 2014, "Investing in Emotional Assets," Post-Print, HAL, number hal-00998271, Jan, DOI: 10.2469/faj.v70.n2.8.
  2. David Chambers & Elroy Dimson & Justin Foo, 2014, "Keynes, King's and Endowment Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 20421, Sep.

2013

  1. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013, "The Price of Wine," Working Papers, American Association of Wine Economists, number 164656, Sep, DOI: 10.22004/ag.econ.164656.

2011

  1. Elroy Dimson & Christophe Spaenjers, 2011, "Ex post: The investment performance of collectible stamps," Post-Print, HAL, number hal-00623442, May, DOI: 10.1016/j.jfineco.2010.12.005.

1996

  1. Elroy Dimson & Paul Marsh, 1996, "Stress Tests of Capital Requirements," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-50, Oct.

1995

  1. Elroy Dimson & Robin Jeffrey & Martin O'Neill & Colin Robinson & Mike Staunton & David Hawdon (Editor), 1995, "The Nuclear Review," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 81, Apr.

1981

  1. Elroy Dimson and Paul Marsh., 1981, "The Stability of UK Risk Measures and the Problem of Thin Trading," Research Program in Finance Working Papers, University of California at Berkeley, number 120, Sep.

Journal articles

2026

  1. Elroy Dimson & Marcin Kacperczyk & Laura Starks, 2026, "Biodiversity and natural resource finance," Review of Finance, European Finance Association, volume 30, issue 1, pages 1-9.
  2. Elroy Dimson & Kuntara Pukthuanthong & Blair Vorsatz, 2026, "Emotional Yields of Collectibles," Financial Analysts Journal, Taylor & Francis Journals, volume 82, issue 2, pages 19-45, April, DOI: 10.1080/0015198X.2026.2639952.

2020

  1. David Chambers & Elroy Dimson & Charikleia Kaffe, 2020, "Seventy-Five Years of Investing for Future Generations," Financial Analysts Journal, Taylor & Francis Journals, volume 76, issue 4, pages 5-21, October, DOI: 10.1080/0015198X.2020.1802984.

2015

  1. Chambers, David & Dimson, Elroy & Foo, Justin, 2015, "Keynes the Stock Market Investor: A Quantitative Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 4, pages 843-868, August.
  2. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015, "The price of wine," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 431-449, DOI: 10.1016/j.jfineco.2015.08.005.
  3. Elroy Dimson & Oğuzhan Karakaş & Xi Li, 2015, "Editor's Choice Active Ownership," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 12, pages 3225-3268.
  4. David Chambers & Elroy Dimson, 2015, "The British Origins of the US Endowment Model," Financial Analysts Journal, Taylor & Francis Journals, volume 71, issue 2, pages 10-14, March, DOI: 10.2469/faj.v71.n2.7.

2014

  1. Elroy Dimson & Christophe Spaenjers, 2014, "Investing in Emotional Assets," Financial Analysts Journal, Taylor & Francis Journals, volume 70, issue 2, pages 20-25, March, DOI: 10.2469/faj.v70.n2.8.

2013

  1. David Chambers & Elroy Dimson, 2013, "Retrospectives: John Maynard Keynes, Investment Innovator," Journal of Economic Perspectives, American Economic Association, volume 27, issue 3, pages 213-228, Summer, DOI: 10.1257/jep.27.3.213.

2011

  1. Dimson, Elroy & Spaenjers, Christophe, 2011, "Ex post: The investment performance of collectible stamps," Journal of Financial Economics, Elsevier, volume 100, issue 2, pages 443-458, May.

2009

  1. David Chambers & Elroy Dimson, 2009, "IPO Underpricing over the Very Long Run," Journal of Finance, American Finance Association, volume 64, issue 3, pages 1407-1443, June, DOI: 10.1111/j.1540-6261.2009.01468.x.

2004

  1. Edward Altman & George Benston & Gerald Bierwag & Marshall Blume & Richard Brealey & Willard Carleton & Andrew Chen & Elroy Dimson & Franklin Edwards & Robert Eisenbeis & Wayne Ferson & Mark Flannery , 2004, "The Controversy Over Executive Compensation," Journal of Applied Corporate Finance, Morgan Stanley, volume 16, issue 1, pages 108-111, January, DOI: 10.1111/j.1745-6622.2004.tb00600.x.
  2. Elroy Dimson & Bernd Hanke, 2004, "The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds," Review of Finance, Springer, volume 8, issue 1, pages 19-47.
  3. Elroy Dimson & Paul Marsh & Mike Staunton, 2004, "Irrational Optimism," Financial Analysts Journal, Taylor & Francis Journals, volume 60, issue 1, pages 15-25, January, DOI: 10.2469/faj.v60.n1.2589.

2003

  1. Elroy Dimson & Paul Marsh & Mike Staunton, 2003, "Global Evidence On The Equity Risk Premium," Journal of Applied Corporate Finance, Morgan Stanley, volume 15, issue 4, pages 27-38, September, DOI: 10.1111/j.1745-6622.2003.tb00524.x.
  2. Siegel, Jeremy J., 2003, "Triumph of the Optimists: 101 Years of Global Investment Returns by Elroy Dimson, Paul March, and Michael Staunton, Princeton University Press, 2002," Journal of Pension Economics and Finance, Cambridge University Press, volume 2, issue 1, pages 91-95, March.
  3. Elroy Dimson & Stefan Nagel & Garrett Quigley, 2003, "Capturing the Value Premium in the United Kingdom," Financial Analysts Journal, Taylor & Francis Journals, volume 59, issue 6, pages 35-45, November, DOI: 10.2469/faj.v59.n6.2573.

2001

  1. E Dimson & P Marsh, 2001, "Index rebalancing and the technology bubble," Journal of Asset Management, Palgrave Macmillan, volume 1, issue 4, pages 311-320, April, DOI: 10.1057/palgrave.jam.2240024.
  2. Dimson, Elroy & Marsh, Paul, 2001, "U.K. Financial Market Returns, 1955-2000," The Journal of Business, University of Chicago Press, volume 74, issue 1, pages 1-31, January, DOI: 10.1086/209661.

1999

  1. Dimson, Elroy & Mussavian, Massoud, 1999, "Three centuries of asset pricing," Journal of Banking & Finance, Elsevier, volume 23, issue 12, pages 1745-1769, December.
  2. Elroy Dimson & Carolina Minio‐Kozerski, 1999, "Closed‐End Funds: A Survey," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 8, issue 2, pages 1-41, May, DOI: 10.1111/1468-0416.00027.

1997

  1. Dimson, Elroy & Marsh, Paul, 1997, "Stress tests of capital requirements," Journal of Banking & Finance, Elsevier, volume 21, issue 11-12, pages 1515-1546, December.

1995

  1. Dimson, Elroy & Marsh, Paul, 1995, "Capital Requirements for Securities Firms," Journal of Finance, American Finance Association, volume 50, issue 3, pages 821-851, July.

1990

  1. Dimson, Elroy & Marsh, Paul, 1990, "Volatility forecasting without data-snooping," Journal of Banking & Finance, Elsevier, volume 14, issue 2-3, pages 399-421, August.

1989

  1. Burns, Malcolm R., 1989, "Stock Market Anomalies. Edited by Elroy Dimson · New York: Cambridge University Press, 1988. xiii + 295 pp. Charts, tables, notes, references, and index. $39.50," Business History Review, Cambridge University Press, volume 63, issue 1, pages 215-216, April.
  2. Dimson, Elroy, 1989, "The discount rate for a power station," Energy Economics, Elsevier, volume 11, issue 3, pages 175-180, July.

1986

  1. Dimson, Elroy & Fraletti, Paulo, 1986, "Brokers' Recommendations: The Value of a Telephone Tip," Economic Journal, Royal Economic Society, volume 96, issue 381, pages 139-159, March.
  2. Dimson, Elroy & Marsh, Paul, 1986, "Event study methodologies and the size effect : The case of UK press recommendations," Journal of Financial Economics, Elsevier, volume 17, issue 1, pages 113-142, September.

1985

  1. Dimson, Elroy, 1985, "Friction in the trading process and risk measurement," Economics Letters, Elsevier, volume 18, issue 2-3, pages 251-254.

1984

  1. Dimson, Elroy & Marsh, Paul R, 1984, "An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns," Journal of Finance, American Finance Association, volume 39, issue 5, pages 1257-1292, December.

1983

  1. Dimson, E & Marsh, P R, 1983, "The Stability of UK Risk Measures and the Problem of Thin Trading," Journal of Finance, American Finance Association, volume 38, issue 3, pages 753-783, June.

1979

  1. Dimson, Elroy, 1979, "Risk measurement when shares are subject to infrequent trading," Journal of Financial Economics, Elsevier, volume 7, issue 2, pages 197-226, June.

Undated

  1. David Chambers & Elroy Dimson & Christophe Spaenjers, 0, "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 490-520.

Books

2007

  1. Acharya, Shanta & Dimson, Elroy, 2007, "Endowment Asset Management: Investment Strategies in Oxford and Cambridge," OUP Catalogue, Oxford University Press, number 9780199210916, ISBN: ARRAY(0x818e2eb0).

Chapters

2013

  1. David Chambers & Elroy Dimson & Justin Foo, 2013, "Keynes, King's, and Endowment Asset Management," NBER Chapters, National Bureau of Economic Research, Inc, "How the Financial Crisis and Great Recession Affected Higher Education".

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