Roger G. Ibbotson
Roger G. Ibbotson | |
---|---|
Born | May 27, 1943 |
Nationality | American |
Alma mater | University of Chicago |
Occupation | Academic Chairman and CEO of Zebra Capital Management, LLC Former Chairman, Ibbotson Associates, Inc., Chicago |
Organization | Zebra Capital Management,LLC ( equity and hedge funds) |
Notable work | Stocks, bonds, bills and inflation yearbook Graham and Dodd Scroll awards |
Board member of | Zebra Capital Management(LLC) Dimensional Fund Advisors |
Awards | James R. Vertin Award |
Website | Ibbotson at Yale |
Roger G. Ibbotson is chairman and CIO of Zebra Capital Management, LLC,[1] an equity investment and hedge fund manager. He is founder, advisor and former chairman of Ibbotson Associates, now a Morningstar Company.[2] He has written numerous books and articles including "Stocks Bonds Bills and Inflation" with Rex Sinquefield (updated annually) which serves as a standard reference for information and capital market returns. Professor Ibbotson conducts research on a broad range of financial topics, including liquidity, investment returns, mutual funds, international markets, portfolio management, and valuation.
Professor Ibbotson serves on numerous boards including Dimensional Fund Advisors’ funds.
Papers
In 2001 Ibbotson received the James R. Vertin Award in recognition of his having produced a body of research notable for its relevance and enduring value to investment professionals.[3]
Ibbotson has co-authored numerous papers, including nine award-winners.[4]
Year | Award | Study |
---|---|---|
2013 | Graham & Dodd Scroll | Liquidity as an Investment Style[5] |
2011 | Graham & Dodd Scroll | The ABCs of Hedge Funds: Alphas, Betas, and Costs[6] |
2010 | Graham & Dodd Scroll | The Importance of Asset Allocation[7] |
2006 | Graham & Dodd Scroll | Human Capital, Asset Allocation, and Life Insurance[8] |
2003 | Graham & Dodd Scroll | Long-Run Stock Returns: Participating in the Real Economy[9] |
2000 | Graham & Dodd Scroll | Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?[10] |
1984 | Graham & Dodd Scroll | The Demand for Capital Market Returns: A New Equilibrium Theory[11] |
1982 | Graham & Dodd Scroll | International Equity and Bond Returns[12] |
1979 | Graham & Dodd Scroll | Stocks, Bonds, Bills and Inflation: Updates[13] |
Books
- Roger G. Ibbotson and Rex A. Sinquefield, Stocks, Bonds, Bills and Inflation (1989 Edition), co-published (1989) by Institute for Chartered Financial Analysts, Charlottesville, VA, and Dow Jones-Irwin, New York. ISBN 978-1556231407
- Roger G. Ibbotson and Gary P. Brinson, Investment Markets: Gaining the Performance Advantage, (1987) McGraw-Hill Book Company, New York. ISBN 978-0070316737
- Roger G. Ibbotson and Yasushi Hamao, Stocks, Bonds, and Inflation Japan, (1989) Ibbotson Associates, Chicago.
- Roger G. Ibbotson, Thomas S. Coleman and Lawrence Fisher, Historical U.S. Treasury Yield Curves (1993 Edition), (1993) Ibbotson Associates. ISBN 9781882864027
- Roger G. Ibbotson and Gary P. Brinson, Global Investing: A Professional's Guide to the World’s Capital Markets, (1993) McGraw-Hill Book Company, New York. ISBN 978-0070316836
- Roger G. Ibbotson and Jack Clark Francis, Investments: A Global Perspective, Prentice-Hall, 2002. ISBN 978-0138907402
- Roger G. Ibbotson and William N. Goetzmann, The Equity Risk Premium: Essays and Explorations, (2006) Oxford Press, New York. ISBN 978-0195148145
- Roger G. Ibbotson, Peng Chen, Moshe Milevksy, and Kevin Zhu, Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance,(2007) Research Foundation of CFA Institute Monograph. ISBN 978-0943205946
See also
References
- ↑ "Company Overview of Zebra Capital Management, LLC". Bloomberg. Retrieved December 18, 2015.
- ↑ "Roger Glenn Ibbotson Ph.D." Bloomberg. Retrieved December 18, 2015.
- ↑ "James R. Vertin Award". CFA Institute. Retrieved January 4, 2016.
- ↑ "Graham and Dodd Award Winners". CFA Institute. Retrieved December 14, 2015.
- ↑ Ibbotson, Roger G.; Chen, Zhiwu; Kim, Daniel Y.J.; Hu, Wendy Y. (2013). Liquidity as an Investment Style. Financial Analysts Journal. CFA Institute. pp. 30–44.
- ↑ Ibbotson, Roger G.; Chen, Peng; Zhu, Kevin X. (2011). The ABCs of Hedge Funds: Alphas, Betas, and Costs. Financial Analysts Journal. CFA Institute. pp. 15–25.
- ↑ Ibbotson, Roger G. (2010). The Importance of Asset Allocation. Financial Analysts Journal. CFA Institute. pp. 18–20.
- ↑ Chen, Peng; Ibbotson, Roger G.; Milevsky, Moshe; Zhu, Kevin X. (2006). Human Capital, Asset Allocation, and Life Insurance. Financial Analysts Journal. CFA Institute. pp. 97–109.
- ↑ Ibbotson, Roger G.; Chen, Peng (2003). Long-Run Stock Returns: Participating in the Real Economy. Financial Analysts Journal. Association for Investment Management and Research. pp. 88–98.
- ↑ Ibbotson, Roger G.; Kaplan, Paul D. (2000). Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?. Financial Analysts Journal. Association for Investment Management and Research. pp. 26–33.
- ↑ Ibbotson, Roger G.; Diermeier, Jeffrey J.; Siegel, Laurence B. (1984). The Demand for Capital Market Returns: A New Equilibrium Theory.
- ↑ Ibbotson, Roger G.; Carr, Richard C.; Robinson, Anthony W. (1982). International Equity and Bond Returns.
- ↑ Ibbotson, Roger G.; Sinquefield, Rex (1979). Stocks, Bonds, Bills and Inflation: Updates.
External links
- Home page
- Author page, Academic search (beta)
- Google Scholars page
- Authors page, SSRN