Elroy Dimson, FSIP, gives an overview of equity and bond risk premiums using 112 years of financial market returns in 19 countries. He discusses the global evidence since 1900 on the size, value, income, and momentum of style-based premiums and the risk factors in investment returns such as exchange rates and inflations.
About the Speaker(s)
Elroy Dimson, FSIP, is emeritus professor of finance at London Business School and visiting professor of finance at Cambridge Judge Business School. He also serves as chair of the strategy council for Norwegian Government Pension Fund Global. Professor Dimson has co-authored several books, worked as editor at a number of journals, including the Journal of Finance and Journal of Investment Management, and contributed to the CFA Institute Investment Management Code of Conduct for Endowments, Foundations, and Charitable Organizations. He is also the recipient of the 2011 James R. Vertin Award from the Research Foundation of CFA Institute, for producing a body of research notable for its relevance and enduring value to investment professionals. Professor Dimson holds a PhD from London Business School.