Publications by Roger G. Ibbotson

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Rejoinder: The J-shape of performance persistence given survivorship bias
S. J. Brown, W. N. Goetzmann, R. G. Ibbotson and S. A. Ross
Review of Economics and Statistics
1997
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Stocks, Bills, and Inflation: The Past and the Future
R. G. Ibbotson and R. A. Sinquefield
Charlottesville, VA: The Financial Analysts Research Foundation. University of Virginia
1982
Stocks, Bonds and Inflation Japan
Y. Hamao and R. G. Ibbotson
Ibbotson Associates
1989
Stocks, bonds, bills and inflation 1996 yearbook: market results for 1926-1995
R. G. Ibbotson
RG Ibbotson Associates
1996
Stocks, bonds, bills and inflation: Updates
R. G. Ibbotson and R. A. Sinquefield
Financial Analysts Journal
1979
Stocks, bonds, bills, and inflation: historical returns (1926-1978)
R. G. Ibbotson and R. A. Sinquefield
Financial Analysts Research Foundation Charlottesville, VA
1979
Stocks, bonds, bills, and inflation: simulations of the future (1976-2000)
R. G. Ibbotson and R. A. Sinquefield
The Journal of Business
1976
Stocks, bonds, bills, and inflation: The past (1926-1976) and the future (1977-2000)
R. G. Ibbotson and R. A. Sinquefield
Financial Analysts Research Foundation Chicago
1977
Stocks, bonds, bills, and inflation: year-by-year historical returns (1926-1974)
R. G. Ibbotson and R. A. Sinquefield
The Journal of Business
1976
Stocks, Bonds, Bills, and Inflation: Year-by-Year Returns (1926-1974)
R. G. Ibbotson and R. A. Sinquefield
Journal of Business
1976
Survivorship bias in performance studies
S. J. Brown, W. Goetzmann, R. G. Ibbotson and S. A. Ross
Review of Financial Studies
1992
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The ABCs of hedge funds: Alphas, betas, & costs
R. Ibbotson, P. Chen and K. Zhu
Financial Analyst Journal
2012
The Behavior of Equity and Debt Risk Premium's Comment
R. G. Ibbotson and S. L. Lummer
The Journal of Portfolio Management
1994
The demand for capital market returns: a new equilibrium theory
R. G. Ibbotson, J. J. Diermeier and L. B. Siegel
Financial Analysts Journal
1984
The Equal Importance of Asset Allocation and Active Management
J. X. Xiong, R. G. Ibbotson, T. M. Idzorek and P. Chen
Financial Analysts Journal
2010
The importance of asset allocation
R. G. Ibbotson
Financial Analysts Journal
2010
The market's problems with the pricing of initial public offerings
R. G. Ibbotson, J. L. Sindelar and J. R. Ritter
Journal of Applied Corporate Finance
1994
The performance of real estate as an asset class
W. N. Goetzmann and R. G. Ibbotson
Journal of Applied Corporate Finance
1990
The supply of capital market returns
J. J. Diermeier, R. G. Ibbotson and L. B. Siegel
Financial Analysts Journal
1984
The supply of capital market returns
R. G. Ibbotson and P. Chen
Financial Analysts Journal
1984

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