Roger G. Ibbotson
#166,496
Most Influential Person Now
Roger G. Ibbotson's AcademicInfluence.com Rankings
Roger G. Ibbotsonbusiness Degrees
Business
#979
World Rank
#1069
Historical Rank
Finance
#121
World Rank
#126
Historical Rank
Download Badge
Business
Roger G. Ibbotson's Degrees
- PhD Finance University of Chicago
Why Is Roger G. Ibbotson Influential?
(Suggest an Edit or Addition)Roger G. Ibbotson's Published Works
Published Works
- INITIAL PUBLIC OFFERINGS (1988) (1530)
- Price performance of common stock new issues (1975) (1411)
- Survivorship Bias in Performance Studies (1992) (1021)
- Offshore Hedge Funds: Survival and Performance 1989-1995 (1997) (780)
- "Hot Issue" Markets (1975) (718)
- Do Winners Repeat? (1994) (513)
- THE MARKET'S PROBLEMS WITH THE PRICING OF INITIAL PUBLIC OFFERINGS (1994) (507)
- Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? (2000) (414)
- Real Estate Returns: A Comparison with Other Investments (1984) (312)
- Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974) (1976) (215)
- Long-Run Stock Returns: Participating in the Real Economy (2003) (198)
- A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability (2000) (179)
- THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS (1990) (153)
- Stocks, bonds, bills, and inflation : the past and the future (1982) (127)
- Liquidity as an Investment Style (2010) (108)
- Do Winners Repeat? Patterns in Mutual Fund Behavior (1990) (99)
- The Equal Importance of Asset Allocation and Active Management (2010) (97)
- History and the Equity Risk Premium (2005) (91)
- Human Capital, Asset Allocation, and Life Insurance (2005) (84)
- The ABCs of Hedge Funds: Alphas, Betas, & Costs (2010) (79)
- International Equity and Bond Returns (1982) (71)
- World wealth (1985) (67)
- Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance (2008) (67)
- The United States market wealth portfolio* (1979) (65)
- The Demand for Capital Market Returns: A New Equilibrium Theory (1984) (63)
- Chapter 30 Initial public offerings (1995) (63)
- Stocks, bonds, bills, and inflation : historical returns (1926-1987) (1989) (63)
- Estimates of Smallstock Betas Are Much Too Low (1997) (54)
- Stocks, Bonds, Bills, and Inflation: Simulations of the Future (1976-2000) (1976) (54)
- Estimating The Term Structure Of Interest Rates From Data That Include The Prices Of Coupon Bonds (1992) (52)
- Offshore Hedge Funds: Survival & Performance 1989-1995 (1998) (51)
- The Equity Risk Premium: Essays and Explorations (2006) (47)
- Do Winners Repeat with Style? (2002) (43)
- Does Asset Allocation Policy Explain 40%, 90%, or 100% of Performance? (2000) (40)
- The World Market Wealth Portfolio* (1983) (38)
- Stock Market Returns in the Long Run: Participating in the Real Economy (2002) (38)
- Stocks, bonds, bills, and inflation : the past (1926-1976) and the future (1977-2000) (1980) (37)
- Stocks, Bonds, Bills and Inflation: Updates (1979) (32)
- The Liquidity Style of Mutual Funds (2012) (31)
- Impact of Size and Flows on Performance for Funds of Hedge Funds (2009) (30)
- The Importance of Asset Allocation (2010) (30)
- Investments: A Global Perspective (2001) (29)
- Rejoinder: The J-Shape of Performance Persistence Given Survivorship Bias (1997) (24)
- Volatility versus Tail Risk: Which One Is Compensated in Equity Funds? (2014) (23)
- Rethinking the Equity Risk Premium (2011) (23)
- Dimensions of Popularity (2014) (22)
- The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy (2017) (19)
- Contrasting Real Estate with Comparable Investments, 1978 to 2008 (2009) (18)
- Global Investing: The Professional's Guide to the World Capital Markets (1992) (17)
- THE SUPPLY OF STOCK MARKET RETURNS (2001) (16)
- Investment Markets: Gaining the Performance Advantage (1987) (16)
- Global Asset Allocation (2000) (15)
- Executive Summary National Savings Rate Guidelines for Individuals (2007) (15)
- EQUITY RISK PREMIUM FORUM (2002) (15)
- The Economic Value of Forecasting Left-Tail Risk (2016) (12)
- A Note on Interest Rate Volatility (1993) (10)
- Momentum, Acceleration, and Reversal (2015) (9)
- Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? Authors' Response (2000) (9)
- Popularity: A Bridge between Classical and Behavioral Finance (2018) (8)
- The ABCs of Hedge Funds: Alphas, Betas, and Costs (2006) (6)
- Popularity and Asset Pricing (2017) (6)
- Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972–1999 (2001) (6)
- “The Behavior of Equity and Debt Risk Premiums” (1994) (6)
- Stocks, Bonds, Bills, and Inflation® (SBBI®): 2020 Summary Edition (2020) (5)
- Dynamics of Fund of Hedge Funds : Flow , Size , and Performance (2007) (4)
- Liquidity Style of Mutual Funds (2012) (4)
- Risk and Return Within the Stock Market : What Works Best ? (2014) (3)
- “The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy”: Author Response (2018) (3)
- Perspectives: The Importance of Asset Allocation (2010) (3)
- “The Equal Importance of Asset Allocation and Active Management”: Author Response (2010) (2)
- An Emerging Market: The NYSE From 1815 to 1871 (1996) (2)
- 21. Does Asset-Allocation Policy Explain 40 Percent, 90 Percent, or 100 Percent of Performance? (2015) (1)
- The Popularity Asset Pricing Model (2020) (1)
- Market Reactions to Corporate Financial Decisions (1995) (1)
- The PAPM with Heterogeneous Preferences and Expectations (2019) (1)
- The Demand for Capital Market Returns: (2008) (0)
- Real Estate Returns (2020) (0)
- Stocks, Bonds, Bills, and Inflation® (SBBI®): 2021 Summary Edition (2021) (0)
- Research Foundation Review 2018 (2019) (0)
- Practical Applications of Dimensions of Popularity (2015) (0)
- Ibbotson chides not-for-profits on investments. Interview by Maria R. Traska. (1987) (0)
- Practical Applications of Real Estate Returns (2020) (0)
- The Supply of Stock Returns: Adding Back Buybacks (2015) (0)
- 8. Estimates of Small Stock Betas Are Much Too Low (2015) (0)
- Yale ICF Working Paper No . 12-13 Liquidity as an Investment Style (2012) (0)
- Comparison of Top Style Quartile Portfolios , 1972 – 2011 (2010) (0)
- The World Bond Market (1991) (0)
- Practical Applications of Volatility versus Tail Risk: Which One is Compensated in Equity Funds? (2014) (0)
- Ibbotson Academic Software Manual (2002) (0)
- Liquidity as an Investment Style: 2018 Update (2018) (0)
- The End of Darwinism: How Humans are Overriding Evolution (2022) (0)
- The Demand f er Capital Market Returns : A New Equilibrium Theery (0)
- Liquidity Styles and Strategies in U.S., International, and Global Markets (2011) (0)
- Liquidity as an Investment Strategy (2011) (0)
- アセット・アロケーション・ポリシーはどれだけパフォーマンスを説明できるか--40、90あるいは100%か? (2000) (0)
This paper list is powered by the following services: