Roger G. Ibbotson

Professor in the Practice Emeritus of Finance

Professor Roger Ibbotson

Roger G. Ibbotson is chairman and CIO of Zebra Capital Management, LLC, an equity investment and hedge fund manager. He is founder, advisor and former chairman of Ibbotson Associates, now a Morningstar Company. 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. He has recently published The Equity Risk Premium and Lifetime Financial Advice. He has also co-authored two books with Gary Brinson, Global Investing and Investment Markets. He is a regular contributor and editorial board member to both trade and academic journals.

Professor Ibbotson serves on numerous boards including Dimensional Fund Advisors’ funds. He frequently speaks at universities, conferences, and other forums. He received his bachelor’s degree in mathematics from Purdue University, his MBA from Indiana University, and his PhD from the University of Chicago where he taught for more than ten years and served as executive director of the Center for Research in Security Prices. 

Education

  • PhD, University of Chicago, 1974
  • MBA, Indiana University, 1967
  • BS, Purdue University, 1965

Courses

Investor
MGT 412

Publications

Selected Books

W. N. Goetzmann and R. G. Ibbotson
Oxford University Press, USA
2006
R. G. Ibbotson, M. A. Milevsky, P. Chen and K. X. Zhu
Research Foundation of CFA Institute Charlottesville, VA
2007
J. C. Francis and R. G. Ibbotson
Prentice Hall
2002

Selected Articles

R. G. Ibbotson, T. M. Idzorek, and J. X. Xiong
Financial Analysts Journal
2012
R. Ibbotson, Z. Chen, D. Kim and W. Hu
Financial Analysts Journal
2013
R. Ibbotson, P. Chen and K. Zhu
Financial Analyst Journal
2012
J. X. Xiong, R. G. Ibbotson, T. M. Idzorek and P. Chen
Financial Analysts Journal
2010
R. G. Ibbotson
Financial Analysts Journal
2010

Selected Working Papers

Achievements

Best Perspectives Article
Financial Analysts Journal
2011
Graham and Dodd Scroll Award
1979, 1982, 1984, 2001, 2004, 2007, 2012, 2013
SSRN Top 100 Downloaded Authors All Time Overall category

Editorships

Financial Analysts Journal
Advisory Board

Boards

  • Chairman & CIO, Zebra Capital Management, LLC
  • Former Chairman, Ibbotson Associates, Inc., Chicago
  • Dimensional Fund Advisors, Inc., Fund Family