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Elroy Dimson

Personal Details

First Name:Elroy
Middle Name:
Last Name:Dimson
Suffix:
RePEc Short-ID:pdi298
[This author has chosen not to make the email address public]
https://www.jbs.cam.ac.uk/faculty-research/faculty-a-z/elroy-dimson/
+44 1223339700
Terminal Degree:1978 (from RePEc Genealogy)

Affiliation

(1%) London Business School (LBS)

London, United Kingdom
http://www.london.edu/
RePEc:edi:lobusuk (more details at EDIRC)

(99%) Centre for Endowment Asset Management
Judge Business School
University of Cambridge

Cambridge, United Kingdom
http://www.ceam.jbs.cam.ac.uk/
RePEc:edi:cmcamuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Chambers, David & , & Spaenjers, Christophe, 2020. "Art as an Asset: Evidence from Keynes the Collector," CEPR Discussion Papers 14357, C.E.P.R. Discussion Papers.
  2. David Chambers & Elroy Dimson & Justin Foo, 2014. "Keynes, King's and Endowment Asset Management," NBER Working Papers 20421, National Bureau of Economic Research, Inc.
  3. Elroy Dimson & Christophe Spaenjers, 2014. "Investing in Emotional Assets," Post-Print hal-00998271, HAL.
  4. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013. "The Price of Wine," Working Papers 164656, American Association of Wine Economists.
  5. Elroy Dimson & Christophe Spaenjers, 2011. "Ex post: The investment performance of collectible stamps," Post-Print hal-00623442, HAL.
  6. Elroy Dimson & Paul Marsh, 1996. "Stress Tests of Capital Requirements," Center for Financial Institutions Working Papers 96-50, Wharton School Center for Financial Institutions, University of Pennsylvania.
  7. 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) 81, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  8. Elroy Dimson and Paul Marsh., 1981. "The Stability of UK Risk Measures and the Problem of Thin Trading," Research Program in Finance Working Papers 120, University of California at Berkeley.

Articles

  1. David Chambers & Elroy Dimson & Charikleia Kaffe, 2020. "Seventy-Five Years of Investing for Future Generations," Financial Analysts Journal, Taylor & Francis Journals, vol. 76(4), pages 5-21, October.
  2. David Chambers & Elroy Dimson, 2015. "The British Origins of the US Endowment Model," Financial Analysts Journal, Taylor & Francis Journals, vol. 71(2), pages 10-14, March.
  3. Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015. "The price of wine," Journal of Financial Economics, Elsevier, vol. 118(2), pages 431-449.
  4. Chambers, David & Dimson, Elroy & Foo, Justin, 2015. "Keynes the Stock Market Investor: A Quantitative Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 50(4), pages 843-868, August.
  5. Elroy Dimson & Oğuzhan Karakaş & Xi Li, 2015. "Editor's Choice Active Ownership," The Review of Financial Studies, Society for Financial Studies, vol. 28(12), pages 3225-3268.
  6. Elroy Dimson & Christophe Spaenjers, 2014. "Investing in Emotional Assets," Financial Analysts Journal, Taylor & Francis Journals, vol. 70(2), pages 20-25, March.
  7. David Chambers & Elroy Dimson, 2013. "Retrospectives: John Maynard Keynes, Investment Innovator," Journal of Economic Perspectives, American Economic Association, vol. 27(3), pages 213-228, Summer.
  8. Dimson, Elroy & Spaenjers, Christophe, 2011. "Ex post: The investment performance of collectible stamps," Journal of Financial Economics, Elsevier, vol. 100(2), pages 443-458, May.
  9. David Chambers & Elroy Dimson, 2009. "IPO Underpricing over the Very Long Run," Journal of Finance, American Finance Association, vol. 64(3), pages 1407-1443, June.
  10. Elroy Dimson & Paul Marsh & Mike Staunton, 2004. "Irrational Optimism," Financial Analysts Journal, Taylor & Francis Journals, vol. 60(1), pages 15-25, January.
  11. 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, vol. 16(1), pages 108-111, January.
  12. Elroy Dimson & Bernd Hanke, 2004. "The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds," Review of Finance, Springer, vol. 8(1), pages 19-47.
  13. 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, vol. 2(1), pages 91-95, March.
  14. Elroy Dimson & Stefan Nagel & Garrett Quigley, 2003. "Capturing the Value Premium in the United Kingdom," Financial Analysts Journal, Taylor & Francis Journals, vol. 59(6), pages 35-45, November.
  15. Elroy Dimson & Paul Marsh & Mike Staunton, 2003. "Global Evidence On The Equity Risk Premium," Journal of Applied Corporate Finance, Morgan Stanley, vol. 15(4), pages 27-38, September.
  16. Dimson, Elroy & Marsh, Paul, 2001. "U.K. Financial Market Returns, 1955-2000," The Journal of Business, University of Chicago Press, vol. 74(1), pages 1-31, January.
  17. E Dimson & P Marsh, 2001. "Index rebalancing and the technology bubble," Journal of Asset Management, Palgrave Macmillan, vol. 1(4), pages 311-320, April.
  18. Elroy Dimson & Carolina Minio‐Kozerski, 1999. "Closed‐End Funds: A Survey," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 8(2), pages 1-41, May.
  19. Dimson, Elroy & Mussavian, Massoud, 1999. "Three centuries of asset pricing," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1745-1769, December.
  20. Dimson, Elroy & Marsh, Paul, 1997. "Stress tests of capital requirements," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1515-1546, December.
  21. Dimson, Elroy & Marsh, Paul, 1995. "Capital Requirements for Securities Firms," Journal of Finance, American Finance Association, vol. 50(3), pages 821-851, July.
  22. Dimson, Elroy & Marsh, Paul, 1990. "Volatility forecasting without data-snooping," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 399-421, August.
  23. 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, vol. 63(1), pages 215-216, April.
  24. Dimson, Elroy, 1989. "The discount rate for a power station," Energy Economics, Elsevier, vol. 11(3), pages 175-180, July.
  25. Dimson, Elroy & Marsh, Paul, 1986. "Event study methodologies and the size effect : The case of UK press recommendations," Journal of Financial Economics, Elsevier, vol. 17(1), pages 113-142, September.
  26. Dimson, Elroy & Fraletti, Paulo, 1986. "Brokers' Recommendations: The Value of a Telephone Tip," Economic Journal, Royal Economic Society, vol. 96(381), pages 139-159, March.
  27. Dimson, Elroy, 1985. "Friction in the trading process and risk measurement," Economics Letters, Elsevier, vol. 18(2-3), pages 251-254.
  28. Dimson, Elroy & Marsh, Paul R, 1984. "An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns," Journal of Finance, American Finance Association, vol. 39(5), pages 1257-1292, December.
  29. Dimson, E & Marsh, P R, 1983. "The Stability of UK Risk Measures and the Problem of Thin Trading," Journal of Finance, American Finance Association, vol. 38(3), pages 753-783, June.
  30. Dimson, Elroy, 1979. "Risk measurement when shares are subject to infrequent trading," Journal of Financial Economics, Elsevier, vol. 7(2), pages 197-226, June.
  31. 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, vol. 10(3), pages 490-520.

Chapters

  1. David Chambers & Elroy Dimson & Justin Foo, 2013. "Keynes, King's, and Endowment Asset Management," NBER Chapters, in: How the Financial Crisis and Great Recession Affected Higher Education, pages 127-150, National Bureau of Economic Research, Inc.

Books

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

More information

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Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CUL: Cultural Economics (2) 2013-12-15 2020-07-20
  2. NEP-HPE: History and Philosophy of Economics (2) 2014-12-03 2020-07-20
  3. NEP-AGR: Agricultural Economics (1) 2013-12-15
  4. NEP-HIS: Business, Economic and Financial History (1) 2014-12-03
  5. NEP-ORE: Operations Research (1) 2020-07-20
  6. NEP-PKE: Post Keynesian Economics (1) 2014-12-03
  7. NEP-RMG: Risk Management (1) 2020-07-20

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