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Ibbotson, Roger G.


 SSRN Author Rank: 152 by Downloads
 Professor
 

Yale School of Management


 135 Prospect Street
 P.O. Box 208200
 New Haven, CT 06520-8200
 United States
 203-432-6021 (Phone)
 203-432-6970 (Fax)
 email address
 Zebra Capital Management, LLC
 

Zebra Capital Management, LLC


 612 Wheelers Farms Road
 Milford, CT 06461
 United States
 email address

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. Ibbotson, Roger G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
46,083
Total
Citations
484
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ibbotson, Roger G.
Yale School of Management
Brown, Stephen J.
New York University - Stern School of Business
Posted:
27 Feb 97
Last Revised:
16 Dec 08
13,693
(101)
165

2.  
History and the Equity Risk Premium | Show Abstract | Download |
Yale ICF Working Paper No. 05-04
Working Paper Series
Ibbotson, Roger G.
Yale School of Management
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
12 Apr 05
6,700
(408)
19

3.  
Ibbotson, Roger G.
Yale School of Management
Chen, Peng
Ibbotson Associates
Posted:
18 Jul 01
6,696
(409)
24

4.  
The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs | Show Abstract | Download |
Yale ICF Working Paper No. 06-10
Working Paper Series
Ibbotson, Roger G.
Yale School of Management
Chen, Peng
Ibbotson Associates
Posted:
01 Jun 05
5,631
(565)
21

5.  
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability | Show Abstract | Download |
Yale ICF Working Paper No. 00-13; Yale SOM Working Paper No. ICF - 00-13
Working Paper Series
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ibbotson, Roger G.
Yale School of Management
Peng, Liang
University of Colorado at Boulder
Posted:
14 Aug 00
3,794
(1,100)
31

6.   Incl. Electronic Paper
Chen, Peng
Ibbotson Associates
Ibbotson, Roger G.
Yale School of Management
Milevsky, Moshe A.
York University - Schulich School of Business
Zhu, Kevin X.
affiliation not provided to SSRN
Posted:
13 May 05
Last Revised:
30 Jan 09
2,479
(2,373)
10

7.   Incl. Electronic Paper
Chen, Zhiwu
Yale University - International Center for Finance
Ibbotson, Roger G.
Yale School of Management
Hu, Wendy
affiliation not provided to SSRN
Posted:
12 Sep 10
Last Revised:
24 May 13
2,476
(2,381)
4

8.  
Ibbotson, Roger G.
Yale School of Management
Chen, Peng
Ibbotson Associates
Zhu, Kevin X.
Hong Kong Polytechnic University
Posted:
01 Apr 10
Last Revised:
23 Apr 10
2,215
(2,879)
19

9.  
Do Winners Repeat with Style? | Show Abstract | Download |
Yale ICF Working Paper No. 00-70
Working Paper Series
Ibbotson, Roger G.
Yale School of Management
Patel, Amita K.
Colonial Consulting
Posted:
09 Jan 02
1,932
(3,627)
9

10.  
Idzorek, Thomas
Ibbotson Associates - A Morningstar Company
Xiong, James X.
Ibbotson Associates
Ibbotson, Roger G.
Yale School of Management
Posted:
28 Mar 11
Last Revised:
17 Feb 12
336
(49,169)
1

11.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ibbotson, Roger G.
Yale School of Management
Posted:
16 Nov 98
Last Revised:
05 Oct 10
131
(127,035)
181

12.  
Volatility vs. Tail Risk: Which One is Compensated in Equity Funds? | Show Abstract |
Journal of Portfolio Management, Forthcoming
Accepted Paper Series
Xiong, James X.
Ibbotson Associates, a Morningstar company
Idzorek, Thomas
Ibbotson Associates - A Morningstar Company
Ibbotson, Roger G.
Yale School of Management
Posted:
05 Jun 13
 

13.  
The ABCs of Hedge Funds: Alphas, Betas, and Costs | Show Abstract |
Financial Analysts Journal, Vol. 67, No. 1, 2011
Accepted Paper Series
Ibbotson, Roger G.
Yale School of Management
Chen, Peng
Ibbotson Associates
Zhu, Kevin X.
Hong Kong Polytechnic University
Posted:
23 Jan 11
 

14.  
Perspectives: The Importance of Asset Allocation | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 2, 2010
Accepted Paper Series
Ibbotson, Roger G.
Yale School of Management
Posted:
16 Apr 10
 

15.   Incl. Electronic Paper
Xiong, James X.
Ibbotson Associates
Ibbotson, Roger G.
Yale School of Management
Idzorek, Thomas
Ibbotson Associates - A Morningstar Company
Chen, Peng
Ibbotson Associates
Posted:
02 Apr 10
Last Revised:
16 Apr 10
 

16.  
"Hot Issue" Markets | Show Abstract |
University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Accepted Paper Series
Jaffe, Jeffrey F.
University of Pennsylvania - Finance Department
Ibbotson, Roger G.
Yale School of Management
Posted:
17 Nov 09
 

17.  
Long-Run Stock Returns: Participating in the Real Economy | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 1, February 2003
Accepted Paper Series
Ibbotson, Roger G.
Yale School of Management
Chen, Peng
Ibbotson Associates
Posted:
04 Apr 03
 

18.  
Francis, Jack Clark
Bernard Baruch College
Ibbotson, Roger G.
Yale School of Management
Posted:
16 Oct 01
 

19.  
Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance? | Show Abstract |
Financial Analysts Journal, Jan/Feb 2000, Vol. 56, No. 1
Accepted Paper Series
Ibbotson, Roger G.
Yale School of Management
Kaplan, Paul D.
Morningstar, Inc.
Posted:
05 Oct 01
 

20.  
An Emerging Market: The NYSE From 1815 to 1871 | Show Abstract |
Yale School of Management Working Paper No. F-49
Working Paper Series
Ibbotson, Roger G.
Yale School of Management
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
19 May 98
 


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