Financial Investigator: Harald Lohre joins Robeco’s Quant Research Team
Harald Lohre, a former fellow of the Centre for Endowment Asset Management (CEAM) at Cambridge Judge Business School, is the new Executive Director Quant Equity Research at Robeco. “Bridging theory and practice to identify and manage salient drivers of asset…
Investors Chronicle: The future is small
A report co-authored by Elroy Dimson, Chairman of the Centre for Endowment Asset Management at Cambridge Judge Business School, cited in the article. The Numis Smaller Companies Index (NSCI) represents the bottom 10 per cent of the UK market, excluding…
Ratings divergence
Paper co-authored by Professor Elroy Dimson of Cambridge Judge Business School on environmental, social and governance investment ratings wins Best Article award from the Journal of Portfolio Management. Elroy Dimson An article on environmental, social and governance (ESG) investment ratings…
The Wall Street Journal: Thank the Fed for the stock market’s run
A report on investment returns co-authored by Professor Elroy Dimson, Chairman of the Centre for Endowment Asset Management at Cambridge Judge, is featured in the WSJ article. The Credit Suisse Global Investment Returns Yearbook looks at comparative returns over the…
Discontinuous transformation
Leisurely pace of change not quick enough for many businesses in COVID-19 era. "Discontinuous" transformation rather than a leisurely pace of change will be needed at many businesses in the COVID-19 (coronavirus) era, Dr Kishore Sengupta of Cambridge Judge Business…
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 Centre for Endowment Asset Management, is quoted in the FT article. The analysis shows “how long the Vix…
Are cryptocurrencies priced in the cross-section? A portfolio approach
Dr Adelphe Ekponon Most papers, that study determinants of cryptocurrency prices, find no relation to existing market factors. In a work-in-progress, CCFin/CERF Research Associate Adelphe Ekponon and Kassi Assamoi (Liquidity Analyst at MUFG Securities and University of Warwick) examine a…
Financial Times: Are ESG and sustainability the new alpha mantra?
A research on active governance enhancing returns co-authored by Dr Oğuzhan Karakaş and Professor Elroy Dimson is featured in the article. The study looked at a range of engagement sequences with public companies in the period from 1999 to 2009…
Bloomberg: Invest in art or stocks? Keynes has an answer (well, sort of)
According to a study at Cambridge Judge Business School, John Maynard Keyes made “extraordinary” returns as a collector of Picasso, Matisse and other modern masters, while highlighting the limitations of art price indexes. The study co-authored by Professor Elroy Dimson…
Barrons: Ron Baron says stocks will double in ten years. What’s so special about that?
A report co-authored by Professor Elroy Dimson, Chairman of the Centre for Endowment Asset Management (CEAM) at Cambridge Judge Business School, is mentioned in the article. According to Credit Suisse’s Global Investment Returns Yearbook 2018, “US stocks have returned 6.5…