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Credit Suisse and London Business School release the Credit Suisse Global Investment Returns Sourcebook 2011

The Credit Suisse Global Investment Returns Sourcebook, which is produced by Elroy Dimson, Paul Marsh and Mike Staunton of London Business School, is now established as the leading authority on long-run global investment returns. Besides providing a full update on investment performance, the 2011 Sourcebook also examines the impact of investment style. The authors report compelling evidence of superior long-run returns from several facets of investment style, including size, value and growth, and momentum. However, the authors report notable fluctuations in these investment style premiums, some of which have turned firmly negative.