Overview
This area explores the long-term performance and behaviour of alternative asset classes like real estate and commodities as well as collectable assets like art, wine and coins.
Projects
1. A long-run study of real estate risk and return
Drawing on the experience of long-run real estate finance and financial history, this project makes a contribution to understanding the performance of real estate over the long-run.
2. Currency regimes, liquidity & currency risk premia
Research project constructing a new dataset on exchange rates from 1919 to 1975.
Collectibles are often regarded by investors, as investments against inflation. In their Financial Analysts Journal report “Investing in emotional assets”, Professor Elroy Dimson and Dr Christopher Spaenjers review the long-term investment performance of three important categories of emotional assets.
Publications
Read our latest academic journal articles, publications, books, reports and statements., brought to you by our researchers, collaborators and external partners.