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edimson@london.edu
BA (Newcastle) MCom (Birmingham) PhD (London)
Professor of Finance; Faculty Governor
Publications Include
Triumph of the Optimists: 101 Years of Global Investment
Returns (Princeton University Press, 2002) and Global
Investment Returns Yearbook (ABN AMRO, 2002) both with
P Marsh and M Staunton; The Closed-End Fund Discount
(Blackwell/AIMR, 2002) with C Minio-Paluello; The Hoare
Govett Smaller Companies Index (ABN AMRO, 2002), Risk
Measurement Service (London Business School, 2002) and
UK Financial Market Returns 1955-2000 (Journal of Business,
2001) with P Marsh; High Frequency Performance Monitoring
(Journal of Portfolio Management, 2001) with A Jackson;
Review of Financial Markets and Corporate Finance (Review
of Financial Studies, 2001); earlier publications listed
on personal
homepage.
Research Interests
Asset allocation, cost of capital, investment management,
asset pricing, stock market anomalies, risk management,
pension funds, foundations and endowments.
Other Activities
Executive Committee of European Finance Association,
Member of Financial Economists Roundtable, Co-editor
London Business School Risk Measurement Service, Editorial board member
for Journal of Banking and Finance, Journal of Investing,
European Financial Management and several other journals.
Background Information
Formerly
Chair of Accounting; Director of Institute of Finance
and Accounting; President of European Finance Association;
Visiting Professor at Chicago, California (Berkeley),
Hawaii and European Institute (Brussels); Houblon Norman
Fellow at Bank of England; previously with Unilever
and Tube Investments.
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