In this episode, Fabozzi speaks with Elroy Dimson, FSIP, a professor of finance and director of research at Cambridge Judge Business School and Bye-Fellow of Gonville and Caius College, Cambridge.

Dimson, a leading market historian, reflects on the evolution of his career, which he describes as being more accidental than planned. He discusses his early experience in corporate modeling at Unilever and why and how it prompted him to pursue research into evidence-based investing. Dimson describes how his work with colleagues Paul Marsh and Mike Staunton unfolded over the years.

Key Milestones

• Advising on the restructuring of Great Britain’s post office pension funds
• The practical application of the theoretical framework introduced by Jack Treynor and Fischer Black: The Treynor–Black model
• Publishing Triumph of the Optimists: 100 Years of Investment Returns
• Advising the Norway Sovereign Wealth Fund on its long-term investment strategy

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