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The 2015 edition of the Global Investment Returns Yearbook published by Credit Suisse contained several interesting long-term analyses.
One chapter documents the existence of value and momentum effects for US and UK industry returns since 1900. This is yet another confirmation of the seemingly universal presence of these two effects. Another chapter provides an excellent overview on the performance effects of responsible investing. Recommended reading!
Our researchers publish many whitepapers based on their own empirical studies; they also follow quantitative research done by others. Head of Quant Equities Research David Blitz comments on notable external papers.