.
Ibbotson, Roger G.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 43,571
Total Citations 468
1.
Offshore Hedge Funds: Survival & Performance 1989-1995
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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
13,546(82)
160
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
186
160
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
13,360
160
2.
Ibbotson, Roger G. Yale School of Management
Goetzmann, William N. Yale School of Management - International Center for Finance
6,368(352)
19
financial history, equity premium
3.
Ibbotson, Roger G. Yale School of Management
Chen, Peng Ibbotson Associates
6,286(359)
24
Equity Risk Premium
4.
Ibbotson, Roger G. Yale School of Management
Chen, Peng Ibbotson Associates
5,490(462)
19
hedge fund, costs, alpha, beta, returns, sources
5.
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
3,638(978)
30
6.
Human Capital, Asset Allocation, and Life Insurance
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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
2,248(2,308)
10
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
0
Private Wealth Management, Asset Allocation, Client Objectives Constraints and Behavior, Investment Policy Formulation
Ibbotson, Roger G. Yale School of Management
Chen, Peng Ibbotson Associates
Milevsky, Moshe A. York University - Schulich School of Business
Zhu, Xingnong Ibbotson Associates
2,248
10
Human Capital, Asset Allocation, Life Insurance
7.
Liquidity as an Investment Style
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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:
26 Aug 12
1,884(3,115)
4
Ibbotson, Roger G. Yale School of Management
Chen, Zhiwu Yale University - International Center for Finance
Kim, Daniel Y.-J. Zebra Capital Management, LLC
Hu, Wendy Yunchun Zebra Capital Management, LLC
Posted:
24 Apr 11
Last Revised:
26 Aug 12
583
4
liquidity, investment style, size, value, momentum, turnover, stock returns, factors, Sharpe
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:
15 Sep 10
1,301
4
Liquidity, Stocks, Investment Style
8.
Ibbotson, Roger G. Yale School of Management
Patel, Amita K. Colonial Consulting
1,873(3,141)
9
9.
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
1,850(3,195)
17
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
265(55,662)
1
Liquidity, Stocks, Portfolio Management, Mutual Funds
11.
Offshore Hedge Funds: Survival and Performance 1989-1995
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Versions (3)
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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
123(115,567)
175
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
51
174
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
72
175
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
0
12.
Ibbotson, Roger G. Yale School of Management
Chen, Peng Ibbotson Associates
Zhu, Kevin X. Hong Kong Polytechnic University
Alternative Investments, Hedge Funds, Performance Measurement and Evaluation, Portfolio Management, Alternative Investment Portfolio Management Strategies, Hedge Funds
13.
Ibbotson, Roger G. Yale School of Management
Performance Measurement and Evaluation, Performance Attribution, Return Measures (Arithmetic, Geometric, Time Weighted, Dollar Weighted), Portfolio Management, Asset Allocation
14.
The Equal Importance of Asset Allocation and Active Management
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Idzorek, Thomas Ibbotson Associates - A Morningstar Company
Chen, Peng Ibbotson Associates
Xiong, James X. Ibbotson Associates
Ibbotson, Roger G. Yale School of Management
Posted:
02 Apr 10
Last Revised:
16 Apr 10
Xiong, James X. Ibbotson Associates
Ibbotson, Roger G. Yale School of Management
Idzorek, Thomas Ibbotson Associates - A Morningstar Company
Chen, Peng Ibbotson Associates
0
Performance Measurement and Evaluation, Performance Attribution, Portfolio Management, Asset Allocation
Idzorek, Thomas Ibbotson Associates - A Morningstar Company
Chen, Peng Ibbotson Associates
Xiong, James X. Ibbotson Associates
Ibbotson, Roger G. Yale School of Management
0
15.
Jaffe, Jeffrey F. University of Pennsylvania - Finance Department
Ibbotson, Roger G. Yale School of Management
Underwriting, Securities, Stock offerings, Initial public offerings (IPO), Investors
16.
Ibbotson, Roger G. Yale School of Management
Chen, Peng Ibbotson Associates
Portfolio Management, Asset Allocation
17.
Francis, Jack Clark Bernard Baruch College
Ibbotson, Roger G. Yale School of Management
Real Estate
18.
Ibbotson, Roger G. Yale School of Management
Kaplan, Paul D. Morningstar, Inc.
19.
Ibbotson, Roger G. Yale School of Management
Goetzmann, William N. Yale School of Management - International Center for Finance
