Roger G. Ibbotson

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Roger G. Ibbotson
Ibbotson roger.jpg
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

  1. "Company Overview of Zebra Capital Management, LLC". http://www.bloomberg.com/research/stocks/private/snapshot.asp?privcapId=4567745.
  2. "Roger Glenn Ibbotson Ph.D.". http://www.bloomberg.com/research/stocks/private/person.asp?personId=5977629&privcapId=31721.
  3. "James R. Vertin Award". CFA Institute. https://www.cfainstitute.org/learning/foundation/Pages/vertin_award.aspx. Retrieved January 4,1916.
  4. "Graham and Dodd Award Winners". http://www.cfapubs.org/page/faj/all-graham-dodd-winners. Retrieved December 14, 2015.
  5. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=QW4Xka0AAAAJ&sortby=pubdate&citation_for_view=QW4Xka0AAAAJ:HDshCWvjkbEC.
  6. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=QW4Xka0AAAAJ&citation_for_view=QW4Xka0AAAAJ:qxL8FJ1GzNcC.
  7. Ibbotson, Roger G. (2010). The Importance of Asset Allocation. Financial Analysts Journal. CFA Institute. pp. 18-20. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=QW4Xka0AAAAJ&sortby=pubdate&citation_for_view=QW4Xka0AAAAJ:mVmsd5A6BfQC.
  8. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=QW4Xka0AAAAJ&cstart=20&citation_for_view=QW4Xka0AAAAJ:3fE2CSJIrl8C.
  9. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=QW4Xka0AAAAJ&citation_for_view=QW4Xka0AAAAJ:_FxGoFyzp5QC.
  10. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=QW4Xka0AAAAJ&citation_for_view=QW4Xka0AAAAJ:Tyk-4Ss8FVUC.
  11. Ibbotson, Roger G.; Diermeier, Jeffrey J.; Siegel, Laurence B. (1984). The Demand for Capital Market Returns: A New Equilibrium Theory.
  12. Ibbotson, Roger G.; Carr, Richard C.; Robinson, Anthony W. (1982). International Equity and Bond Returns.
  13. Ibbotson, Roger G.; Sinquefield, Rex (1979). Stocks, Bonds, Bills and Inflation: Updates.

External links