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Paul Marsh

London Business School - Institute of Finance and Accounting

Prof.

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

  • London Business School - Institute of Finance and Accounting

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 317

SSRN RANKINGS

Top 317

in Total Papers Downloads

41,476

CITATIONS
Rank 3,327

SSRN RANKINGS

Top 3,327

in Total Papers Citations

164

Scholarly Papers (10)

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1.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,
Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 16,664 (111)
Citation 51

Abstract:

Equity risk premium, long run returns, survivor bias, financial history, stocks bonds bills inflation

2.

Irrational Optimism

Downloads 5,667 ( 884)
Citation 12

Irrational Optimism

Financial Analysts Journal, Vol. 60, No. 1, 2004, pages 16–25, LBS Accounting Subject Area Working Paper No. IFA397,
Number of pages: 18 Posted: 21 Dec 2003 Last Revised: 20 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 5,667 (868)
Citation 12

Abstract:

Portfolio management, asset allocation, long-run returns, shortfall analysis

Irrational Optimism

Financial Analysts Journal, Vol. 60, No. 1, pp. 15-25, January/February 2004
Posted: 15 Feb 2004
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Abstract:

Portfolio management: asset allocation; equity investments: fundamental analysis and valuation models

3.

Murphy's Law and Market Anomalies

Downloads 4,218 ( 1,474)
Citation 49

Murphy's Law and Market Anomalies

Journal of Portfolio Management, Vol. 25, No. 2, 1999, pages 53–69,
Number of pages: 35 Posted: 24 Oct 1998 Last Revised: 20 Mar 2016
Elroy Dimson and Paul Marsh
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting
Downloads 4,218 (1,449)
Citation 49

Abstract:

Murphy's Law and Market Anomalies

Journal of Portfolio Management, Vol. 25, No. 2, 1999, pages 53–69 ,
Posted: 23 Feb 1999 Last Revised: 20 Mar 2016
Elroy Dimson and Paul Marsh
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting

Abstract:

4.

Equity Premia Around the World

Number of pages: 19 Posted: 08 Oct 2011 Last Revised: 19 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 3,764 (1,077)
Citation 3

Abstract:

equity risk premium, long run returns, international evidence, stocks bonds bills inflation

5.

Global Evidence on the Equity Risk Premium

Downloads 3,404 ( 2,142)
Citation 42

Global Evidence on the Equity Risk Premium

Journal of Applied Corporate Finance, Vol 15, No 4, pages 27–34, LBS Accounting Subject Area Working Paper No. IFA 385,
Number of pages: 15 Posted: 11 Aug 2003 Last Revised: 20 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 3,404 (2,096)
Citation 42

Abstract:

Equity risk premium, Long-term returns, Financial history, Survivorship, Required rate of return

Global Evidence on the Equity Risk Premium

Journal of Applied Corporate Finance, Vol. 15, No. 4, Summer 2003, pages 27–34,
Posted: 11 Oct 2003 Last Revised: 20 Mar 2016
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Abstract:

Equity risk premium, Long-term returns, Financial history, Survivorship, Required rate of return

6.

Long-Run Global Capital Market Returns and Risk Premia

London Business School Accounting Subject Area No. 035
Number of pages: 19 Posted: 05 Feb 2002
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 2,945 (2,600)
Citation 1

Abstract:

Long-term returns, equity risk premium, financial market history, survivor bias

7.

Stress Tests of Capital Requirements

96-50
Number of pages: 30 Posted: 28 Jan 1997
Elroy Dimson and Paul Marsh
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting
Downloads 1,065 (15,241)
Citation 4

Abstract:

8.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016
Paul Brett Hammond, Martin L. Leibowitz, Laurence B. Siegel, Roger G. Ibbotson, Clifford S. Asness, Elroy Dimson, Paul Marsh, Mike Staunton, Richard C. Grinold, Kenneth F. Kroner, Robert D. Arnott, Antti Ilmanen, Peng Cheng, Andrew Ang, Zhang Xiaoyan, Jeremy J. Siegel and Rajnish Mehra
Capital Group, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, Blackrock, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 274 (9,952)
Citation 2

Abstract:

ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

9.

Risk and Return in the 20th and 21st Centuries

Business Strategy Review, Vol. 11, No. 2, Summer 2000
Posted: 05 Mar 2001
Elroy Dimson, Paul Marsh and Mike Staunton
University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Abstract:

10.

U.K. Financial Market Returns 1955-2000

Journal of Business, Vol. 74, No. 1, January 2001
Posted: 13 Feb 2001
Elroy Dimson and Paul Marsh
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting

Abstract:

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