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Alternative assets: wine -  bottles in a cellar

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

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.

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Currency regimes, liquidity and currency risk premia

Research project constructing a new dataset on exchange rates from 1919 to 1975.

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Collectible assets

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.

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Publications and reports

Read the Centre's publications and reports

Academic journal articles, publications, books, reports and statements.

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CEAM news

MarketWatch: Opinion: Bulls just won’t believe what interest rates are saying about U.S. stock and bond returns for the next 5 years

Professor Elroy Dimson, Chairman of the Centre for Endowment Asset Management at Cambridge Judge Business School, was talking about low real investment …

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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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The Economist: What is the link between inflation and equity returns?

A report co-authored by Professor Elroy Dimson, Chairman of the Centre for Endowment Asset Management at Cambridge Judge Business School, is quoted …

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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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Financial Times: Vix ‘fear gauge’ in recovery from Covid-19 shock

An analysis on the course of Cboe’s volatility index, known as the Vix index, co-authored by Professor Elroy Dimson, Chairman of the …

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