Author Page for Roger G. Ibbotson

1.

Offshore Hedge Funds: Survival & Performance 1989-1995

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Citation 167

2

Offshore Hedge Funds: Survival & Performance 1989-1995

Yale School of Management Working Paper No. F-52B

Number of pages: 38 Posted: 27 Feb 1997

William N. Goetzmann, Roger G. Ibbotson and Stephen J. Brown

Yale School of Management - International Center for Finance, Yale School of Management and New York University - Stern School of Business

Downloads 13,766 (190)

Citation 166

Abstract:

Offshore Hedge Funds: Survival & Performance 1989-1995

NYU Working Paper No. FIN-98-011

Number of pages: 41 Posted: 07 Nov 2008

Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

Downloads 217 (124,894)

Citation 167

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2.

Stock Market Returns in the Long Run: Participating in the Real Economy

Yale ICF Working Paper No. 00-44

Number of pages: 30 Posted: 18 Jul 2001

Roger G. Ibbotson and Peng Chen

Yale School of Management and Ibbotson Associates

Downloads 7,000 (619)

Citation 23

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3.

History and the Equity Risk Premium

Yale ICF Working Paper No. 05-04

Number of pages: 19 Posted: 12 Apr 2005

Roger G. Ibbotson and William N. Goetzmann

Yale School of Management and Yale School of Management - International Center for Finance

Downloads 6,956 (633)

Citation 16

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4.

The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs

Yale ICF Working Paper No. 06-10

Number of pages: 22 Posted: 01 Jun 2005

Roger G. Ibbotson and Peng Chen

Yale School of Management and Ibbotson Associates

Downloads 5,747 (931)

Citation 23

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5.

A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability

Yale ICF Working Paper No. 00-13; Yale SOM Working Paper No. ICF - 00-13

Number of pages: 45 Posted: 14 Aug 2000

William N. Goetzmann, Roger G. Ibbotson and Liang Peng

Yale School of Management - International Center for Finance, Yale School of Management and Smeal College of Business, The Pennsylvania State University

Downloads 3,942 (1,651)

Citation 31

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6.

Liquidity as an Investment Style

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Citation 3

2

Liquidity as an Investment Style

Yale SOM Working Paper

Number of pages: 31 Posted: 12 Sep 2010 Last Revised: 15 Sep 2010

Zhiwu Chen, Roger G. Ibbotson and Wendy Hu

University of Hong Kong, Yale School of Management and affiliation not provided to SSRN

Downloads 1,929 (6,387)

Citation 3

Abstract:

Liquidity as an Investment Style

Financial Analysts Journal, Vol. 69, No. 3, 2013

Number of pages: 34 Posted: 24 Apr 2011 Last Revised: 24 May 2013

Roger G. Ibbotson, Zhiwu Chen, Daniel Kim and Wendy Yunchun Hu

Yale School of Management, University of Hong Kong, Zebra Capital Management, LLC and Zebra Capital Management, LLC

Downloads 1,370 (11,331)

Citation 3

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7.

Human Capital, Asset Allocation, and Life Insurance

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Citation 11

2

Human Capital, Asset Allocation, and Life Insurance

Yale ICF Working Paper No. 05-11

Number of pages: 21 Posted: 13 May 2005

Roger G. Ibbotson, Peng Chen, Moshe A. Milevsky and Xingnong Zhu

Yale School of Management, Ibbotson Associates, York University - Schulich School of Business and Ibbotson Associates

Downloads 3,210 (2,666)

Citation 11

Abstract:

Human Capital, Asset Allocation, and Life Insurance

Financial Analysts Journal, Vol. 62, No. 1, pp. 97-109, January/February 2006

Posted: 03 May 2006

Peng Chen, Roger G. Ibbotson, Moshe A. Milevsky and Kevin X. Zhu

Ibbotson Associates, Yale School of Management, York University - Schulich School of Business and affiliation not provided to SSRN

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8.

The ABCs of Hedge Funds: Alphas, Betas, & Costs

Number of pages: 26 Posted: 01 Apr 2010 Last Revised: 23 Apr 2010

Roger G. Ibbotson, Peng Chen and Kevin X. Zhu

Yale School of Management, Ibbotson Associates and Hong Kong Polytechnic University

Downloads 2,515 (3,248)

Citation 21

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9.

Do Winners Repeat with Style?

Yale ICF Working Paper No. 00-70

Number of pages: 29 Posted: 09 Jan 2002

Roger G. Ibbotson and Amita K. Patel

Yale School of Management and Colonial Consulting

Downloads 1,970 (5,911)

Citation 9

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10.

The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy

Downloads 599 ( 38,646)

Citation 5

2

The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy

Financial Analysts Journal, Vol. 73, No. 3, 2017

Posted: 17 Apr 2017 Last Revised: 21 Apr 2017

Philip U. Straehl and Roger G. Ibbotson

Morningstar Investment Management and Yale School of Management

Abstract:

The Supply of Stock Returns: Adding Back Buybacks

Number of pages: 32 Posted: 15 Jan 2016

Philip U. Straehl and Roger G. Ibbotson

Morningstar Investment Management and Yale School of Management

Downloads 599 (38,076)

Citation 5

Abstract:

11.

Liquidity Style of Mutual Funds

Number of pages: 18 Posted: 28 Mar 2011 Last Revised: 17 Feb 2012

Thomas Idzorek, James X. Xiong and Roger G. Ibbotson

Ibbotson Associates - A Morningstar Company, Ibbotson Associates and Yale School of Management

Downloads 370 (62,511)

Citation 2

Abstract:

12.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1

Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016

Paul Brett Hammond, Martin L. Leibowitz, Laurence B. Siegel, Roger G. Ibbotson, Clifford S. Asness, Elroy Dimson, Paul Marsh, Mike Staunton, Richard C. Grinold, Kenneth F. Kroner, Robert D. Arnott, Antti Ilmanen, Peng Cheng, Andrew Ang, Zhang Xiaoyan, Jeremy J. Siegel and Rajnish Mehra

Capital Group, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, BlackRock, Inc - San Francisco, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics

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Citation 2

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13.

Offshore Hedge Funds: Survival and Performance 1989-1995

Downloads 164 (161,910)

3

Offshore Hedge Funds: Survival and Performance 1989-1995

NBER Working Paper No. w5909

Number of pages: 34 Posted: 20 Jul 2000 Last Revised: 05 Oct 2010

Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

Downloads 100 (239,484)

Citation 182

Abstract:

Offshore Hedge Funds: Survival and Performance 1989-1995

NYU Working Paper No. FIN-96-018

Number of pages: 23 Posted: 07 Nov 2008

Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

Downloads 64 (314,414)

Citation 181

Abstract:

Offshore Hedge Funds: Survival and Performance, 1989-1995

Journal of Business, Vol. 72, Issue 1, January 1999

Posted: 16 Nov 1998

Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson

New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

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14.

Contrasting Real Estate with Comparable Investments, 1978-2008

Journalof Portfolio Management, Vol. 35, No. 5, p. 141, 2009

Number of pages: 15 Posted: 04 Apr 2015

Jack Clark Francis and Roger G. Ibbotson

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Yale School of Management

Downloads 36 (233,173)

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15.

Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999

Institutional Investor Journals, Journal of Alternative Investments, 4(1), 2001, 33-39.

Number of pages: 7 Posted: 16 Oct 2001 Last Revised: 21 Apr 2015

Jack Clark Francis and Roger G. Ibbotson

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Yale School of Management

Downloads 9 (318,370)

Citation 1

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16.

Volatility vs. Tail Risk: Which One is Compensated in Equity Funds?

Journal of Portfolio Management, Forthcoming

Posted: 05 Jun 2013

James X. Xiong, Thomas Idzorek and Roger G. Ibbotson

Ibbotson Associates, a Morningstar company, Ibbotson Associates - A Morningstar Company and Yale School of Management

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17.

The ABCs of Hedge Funds: Alphas, Betas, and Costs

Financial Analysts Journal, Vol. 67, No. 1, 2011

Posted: 23 Jan 2011

Roger G. Ibbotson, Peng Chen and Kevin X. Zhu

Yale School of Management, Ibbotson Associates and Hong Kong Polytechnic University

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18.

Perspectives: The Importance of Asset Allocation

Financial Analysts Journal, Vol. 66, No. 2, 2010

Posted: 16 Apr 2010

Roger G. Ibbotson

Yale School of Management

Abstract:

19.

The Equal Importance of Asset Allocation and Active Management

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2

The Equal Importance of Asset Allocation and Active Management

Financial Analysts Journal, Vol. 66, No. 2, 2010

Posted: 02 Apr 2010

Thomas Idzorek, Peng Chen, James X. Xiong and Roger G. Ibbotson

Ibbotson Associates - A Morningstar Company, Ibbotson Associates, Ibbotson Associates and Yale School of Management

Abstract:

The Equal Importance of Asset Allocation and Active Management

Financial Analysts Journal, Vol. 66, No. 2, 2010

Posted: 16 Apr 2010

James X. Xiong, Roger G. Ibbotson, Thomas Idzorek and Peng Chen

Ibbotson Associates, Yale School of Management, Ibbotson Associates - A Morningstar Company and Ibbotson Associates

Abstract:

20.

The Importance of Asset Allocation

Financial Analysts Journal, Vol. 66, No. 2, 2010

Posted: 01 Apr 2010

Roger G. Ibbotson

Yale School of Management

Abstract:

21.

"Hot Issue" Markets

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship

Posted: 17 Nov 2009

Jeffrey F. Jaffe and Roger G. Ibbotson

University of Pennsylvania - Finance Department and Yale School of Management

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22.

Long-Run Stock Returns: Participating in the Real Economy

Financial Analysts Journal, Vol. 59, No. 1, February 2003

Posted: 04 Apr 2003

Roger G. Ibbotson and Peng Chen

Yale School of Management and Ibbotson Associates

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23.

Does Asset Allocation Policy Explain 40, 90, 100 Percent Of Performance?

Financial Analysts Journal, Jan/Feb 2000, Vol. 56, No. 1

Posted: 05 Oct 2001

Roger G. Ibbotson and Paul D. Kaplan

Yale School of Management and Morningstar, Inc.

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24.

An Emerging Market: The NYSE from 1815 to 1871

Yale School of Management Working Paper No. F-49

Posted: 19 May 1998

Roger G. Ibbotson and William N. Goetzmann

Yale School of Management and Yale School of Management - International Center for Finance

Roger G. Ibbotson

Yale School of Management

Professor

Zebra Capital Management, LLC

Zebra Capital Management, LLC

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Scholarly Papers (24)

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