Author Page for Roger G. Ibbotson

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

Downloads 4,355 (1,890)

Citation 8

Abstract:

6.

Liquidity as an Investment Style

Downloads 3,530 ( 2,713)

Citation 7

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 2,040 (6,745)

Citation 2

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, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC

Downloads 1,490 (11,402)

Citation 5

Abstract:

7.

Human Capital, Asset Allocation, and Life Insurance

Downloads 3,425 ( 2,866)

Citation 1

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 3,425 (2,810)

Citation 1

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

Abstract:

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 3,031 (3,542)

Citation 18

Abstract:

9.

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

Downloads 2,156 (6,282)

Citation 2

Abstract:

10.

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 2,074 (6,715)

Citation 10

Abstract:

11.

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

Downloads 756 ( 31,972)

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 756 (31,480)

Abstract:

12.

Liquidity Style of Mutual Funds

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

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

Morningstar Investment Management, Ibbotson Associates and Yale School of Management

Downloads 429 (66,525)

Citation 5

Abstract:

13.

Offshore Hedge Funds: Survival and Performance 1989-1995

Downloads 184 (163,014)

Citation 57

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 115 (240,403)

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 69 (334,080)

Citation 17

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

Abstract:

14.

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

Zicklin School of Business, Baruch College and Yale School of Management

Downloads 78 (308,156)

Abstract:

15.

Contrasting Real Estate with Comparable Investments, 1978-2008

Journalof Portfolio Management, Vol. 35, No. 5, p. 141, 2009, https://doi.org/10.3905/JPM.2009.36.1.141

Posted: 21 May 2019

Jack Clark Francis and Roger G. Ibbotson

Zicklin School of Business, Baruch College and Yale School of Management

Abstract:

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 M. Idzorek and Roger G. Ibbotson

Morningstar Investment Management, Morningstar Investment Management and Yale School of Management

Abstract:

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

Abstract:

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

Downloads 0 (667,153)

2

The Equal Importance of Asset Allocation and Active Management

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

Posted: 02 Apr 2010

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

Morningstar Investment Management, 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 M. Idzorek and Peng Chen

Ibbotson Associates, Yale School of Management, Morningstar Investment Management 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

Abstract:

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

Abstract:

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.

Abstract:

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

24

Top 258

55,162

Top 3,720

217

Scholarly Papers (24)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: