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News from CEAM

Low returns

The next generation will face real investment returns of only two per cent based on historical data, says Professor Elroy Dimson. The …

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Stock market volatility

Market volatility to COVID-19 crisis second only to 1987 stock market crash over past 120 years. Stock market volatility during the COVID-19 …

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Wait and see

It will take a while to see how the current stock market downturn rivals historical crashes, says Professor Elroy Dimson in a …

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The long view

Credit Suisse Global Investment Returns Yearbook 2020, co-authored by Professor Elroy Dimson of Cambridge Judge Business School, finds that equities remain the …

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Divest or engage?

There is ‘disquieting’ evidence that environmental, social and governance (ESG) metrics differ considerably among rating firms, says new paper led by the …

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Art collector Keynes

Study based at Cambridge Judge Business School shows John Maynard Keynes made ‘extraordinary’ returns as a collector of Picasso, Matisse and other …

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Pre-modern derivative trading

A study of actual interwar commodity trades by John Maynard Keynes finds that pricing was as efficient as modern derivative trading using …

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Research honours

The European Investment Forum Prize is awarded by the Centre for Endowment Asset Management (CEAM) at Cambridge Judge Business School and FTSE …

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The ‘carry’ trade

The carry strategy in foreign exchange markets generates positive average returns over the long run, but it can experience losses when there …

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Invesco and Cambridge Judge Business School announce a 10-year collaboration

Invesco to support Cambridge Judge Business School’s research activities in long-term asset management, alternative finance and data-analytics. Global asset management firm Invesco …

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Effective engagement

Investor engagement on environmental, social and governance issues were examined at a conference organised by the Centre for Endowment Asset Management at …

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Factor investing

A study on machine learning methods for bond return predictability wins the Invesco Factor Investing Prize at the Financial Management Association (FMA) …

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Investment yearbook

The annual Global Investment Returns Yearbook, co-authored by Professor Elroy Dimson of Cambridge Judge, finds that 2018 was the worst year for …

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Investment strategy in Norway

A report for Norway’s pension fund includes a section highlighting the risk of energy divestment co-authored by PhD candidate Vaska Atta-Darkua and …

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Prose on investing

Article co-authored by Elroy Dimson of Cambridge Judge is included in a new book, The Best Investment Writing, Volume Two. An article on …

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Coordination awarded

Research paper on coordination by activist shareholders wins an award from the International Centre for Pension Management.   A research paper on …

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Investment research award

Paper on factor-based investing co-authored by Professor Elroy Dimson of Cambridge Judge wins Outstanding Article award from publisher of The Journal of …

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‘Savvy’ awards

Professor Elroy Dimson and Dr David Chambers of Cambridge Judge cited in Savvy Investor awards, for book on financial market history and …

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New honour for Professor Elroy Dimson

Professor Elroy Dimson of Cambridge Judge Business School elected to Supervisory Council of the Geneva Finance Research Institute. Professor Elroy Dimson, Chairman …

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Cambridge Judge research impact and engagement recognised

Elroy Dimson, Neil Stott and Belinda Bell of Cambridge Judge Business School are winners in the Vice-Chancellor’s Awards of the University of …

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