Publications by Roger G. Ibbotson

Primary tabs

T
The Liquidity Style of Mutual Funds
R. G. Ibbotson, T. M. Idzorek, and J. X. Xiong
Financial Analysts Journal
2012
A
A new historical database for the NYSE 1815 to 1925: Performance and predictability
W. N. Goetzmann, R. G. Ibbotson and L. Peng
Journal of Financial Markets
2001
A note on interest rate volatility
T. S. Coleman, L. Fisher and R. G. Ibbotson
The Journal of Fixed Income
1993
An emerging market: The NYSE from 1815 to 1871
W. N. Goetzmann and R. G. Ibbotson
Journal of Financial Markets
1998
D
Do winners repeat? Patterns in mutual fund behavior
W. N. Goetzmann and R. G. Ibbotson
The Journal of Portfolio Management
1994
Do Winning Mutual Funds Repeat?
R. G. Ibbotson
TMA journal
1996
Does asset allocation policy explain 40, 90, or 100 percent of performance?
R. G. Ibbotson and P. D. Kaplan
Financial Analysts Journal
2000
Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?:[Comment and Response]
J. Nuttall, W. Jahnke, R. G. Ibbotson and P. D. Kaplan
Financial Analysts Journal
2000
E
Empirical risk-return analysis of real estate investments in the US, 1972-1999
J. C. Francis and R. G. Ibbotson
The Journal of Alternative Investments
2001
Estimates of Smallstock Betas Are Much Too Low
R. G. Ibbotson, P. D. Kaplan and J. D. Peterson
The Journal of Portfolio Management
1997
Estimating the term structure of interest rates from data that include the prices of coupon bonds
T. S. Coleman, L. Fisher and R. G. Ibbotson
The Journal of Fixed Income
1992
G
Global Asset Allocation: Philosophy, Process, and Performance
R. G. Ibbotson and C. H. Wang
The Journal of Investing
2000
Growth Vs. Value Investing: And the Winner Is
R. G. Ibbotson and M. Riepe
JOURNAL OF FINANCIAL PLANNING-DENVER-
1997
H
History and the Equity Risk Premium
R. Ibbotson and W. Goetzmann
Handbook of Investments: Equity Risk Premium
2006
Hot Issues Market
R. G. Ibbotson and J. F. Jaffee
The journal of finance
1975
Human capital, asset allocation, and life insurance
P. Chen, R. G. Ibbotson, M. A. Milevsky and K. X. Zhu
Financial Analysts Journal
2006
I
Initial public offerings
R. G. Ibbotson and J. R. Ritter
Handbooks in operations research and management science
1995
Initial Public Offerings
R. G. Ibbotson
APPLIED CORP. FIN
1988
Initial public offerings
R. G. Ibbotson, J. L. Sindelar and J. R. Ritter
Journal of Applied Corporate Finance
1988
International equity and bond returns
R. G. Ibbotson, R. C. Carr and A. W. Robinson
Financial Analysts Journal
1982

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