Elroy Dimson

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Elroy Dimson
Elroy photo FacultyF 18 rdax 250x375.JPG
Nationality English
Alma mater London Business School
Occupation Academic
Author
Organization Cambridge Judge Business School: Professor, Chairman of Centre for Endowment Asset Management (2009–). London Business School: Emeritus Professor (2009–), Joint Editor of LBS Risk Measurement Service (1979–). Norwegian Government Pension Fund: Chairman of Strategy Council (2010–) and Council Member (2007–). FTSE Group: Chairman (2013–) and Member (2009–) of Advisory Board; Chairman, Policy Group (2013)
Notable work "Triumph of The Optimists"
Awards James R. Vertin Award
Website Dimson at LBS

Elroy Dimson is BGI Professor of Investment Management and a Faculty Governor of London Business School, where he has served as chair of the Finance and of the Accounting areas, and as Dean of the full-time and Executive MBA programmes. He directs the School’s Initiative on Foundation and Endowment Asset Management, and holds board and investment positions with the Norwegian Pension Fund, Guy’s and St Thomas’ Charity, UnLtd, the University of London, and other organisations.

Research topics

Dimson's major research examines long run stock market performance, asset allocation and investment strategy. In Triumph of The Optimists[1] and subsequent books, Elroy and his co-authors present evidence on the equity risk premium in 17 countries over the last 108 years. In Endowment Asset Management, Shanta Acharya and Dimson analyse the investment strategies of 61 Oxford and Cambridge endowments.[2] Dimson was awarded the 2000 first prize in the Roger F. Murray Prize[3] as co-author of Millennium Book: A Century of Investment Returns.[4]

Papers

Dimson received the Bernstein Fabozzi/Jacobs Levy Outstanding Article Award[5] for The Norway Model, 2013[6] and the Moskowitz Prize[7] for best paper in 2012-13 for Active ownership.[8] In 2012, Dimson received the James R. Vertin Award in recognition of his having produced a body of research notable for its relevance and enduring value to investment professionals.[9]

Dimson is the author/co-author of the papers below, ranked from most to least cited.

Year Study
2007 The worldwide equity premium: A smaller puzzle[10]
2003 Global evidence on the equity risk premium[11]
1999 Closed‐End Funds: A Survey[12]
2003 Capturing the value premium in the United Kingdom[13]
2009 IPO underpricing over the very long run[14]
2004 The expected illiquidity premium: Evidence from equity index-linked bonds[15]
1999 Three centuries of asset pricing[16]

See also

References

  1. ↑ Elroy Dimson, Paul Marsh, and Mike Staunton (2002). Triumph of The Optimists. Princeton University Press. pp. 302. ISBN 978-0691091945.
  2. ↑ Shanta Acharya and Elroy Dimson (2007). Endowment Asset Management. Oxford University Press. pp. 384. ISBN 9780199210916.
  3. ↑ "Roger F. Murray Prize". http://www.q-group.org/prize-winners/. Retrieved December 22, 2015.
  4. ↑ Elroy Dimson and Mike Staunton (2000). Millennium Book: A Century of Investment Returns. ABN AMRO Equities (UK) Limited. pp. 100. ISBN 978-0953790609.
  5. ↑ "Bernstein Fabozzi/Jacobs Levy Awards". http://www.jacobslevy.com/bf_jl_awards.htm. Retrieved December 21, 2015.
  6. ↑ Chambers David, Dimson, Elroy, Ilmanen, Antti. (2012). The Norway Model. Journal of Portfolio Management: Institutional Investor. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=VX5LvJQAAAAJ&sortby=pubdate&citation_for_view=VX5LvJQAAAAJ:u_35RYKgDlwC.
  7. ↑ "Moskowitz Prize Winners". https://responsiblebusiness.haas.berkeley.edu/programs/moskowitzprizewinners.html. Retrieved December 19, 2015.
  8. ↑ Dimson, Elroy, Karakaş, Oğuzhan, Li, Xi. (2015). Active ownership. Review of Financial Studies: Society for Financial Studies. pp. 3225-3268. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=VX5LvJQAAAAJ&sortby=pubdate&citation_for_view=VX5LvJQAAAAJ:S16KYo8Pm5AC.
  9. ↑ "James R. Vertin Award". CFA Institute. https://www.cfainstitute.org/learning/foundation/Pages/vertin_award.aspx. Retrieved January 4,1916.
  10. ↑ Dimson,E., Marsh, P., Staunton, M. (2007). The worldwide equity premium: A smaller puzzle. Handbook of the Equity Risk Premium: Elsevier. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=VX5LvJQAAAAJ&citation_for_view=VX5LvJQAAAAJ:dshw04ExmUIC.
  11. ↑ Dimson,Elroy, Marsh, Paul, Staunton, Mike. (2003). Global evidence on the equity risk premium. Journal of Applied Corporate Finance: Blackwell Publishing Ltd. pp. 27-38. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=VX5LvJQAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=VX5LvJQAAAAJ:qjMakFHDy7sC.
  12. ↑ Dimson, Elroy, Minio-Kozerski, Carolina. (1999). Closed‐End Funds: A Survey. Financial Markets, Institutions & Instruments: SSRN. pp. 1-41. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=135688.
  13. ↑ Dimson, Elroy, Nagel, Stefan, Quigley, Garrett. (2003). Capturing the value premium in the United Kingdom. Financial Analysts Journal: Association for Investment Management and Research. pp. 35-45. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=VX5LvJQAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=VX5LvJQAAAAJ:Y0pCki6q_DkC.
  14. ↑ Chambers, David, Dimson, Elroy. (2009). IPO underpricing over the very long run. The Journal of Finance: Blackwell Publishing Inc.. pp. 1407-1443. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=VX5LvJQAAAAJ&sortby=pubdate&citation_for_view=VX5LvJQAAAAJ:Se3iqnhoufwC.
  15. ↑ Dimson, Elroy, Hanke, Bernd. (2004). The expected illiquidity premium: Evidence from equity index-linked bonds. Review of Finance: SSRN. pp. 19-47. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=248617.
  16. ↑ Dimson, Elroy, Mussavian, Massoud. (1999). Three centuries of asset pricing. Journal of Banking & Finance: North-Holland. pp. 1745-1769. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=VX5LvJQAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=VX5LvJQAAAAJ:LkGwnXOMwfcC.

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