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Roger G. Ibbotson

Roger G. Ibbotson

D-Index & Metrics

Economics and Finance

D-Index
41
Citations
15132
World Ranking
2115
National Ranking
1219

Overview

Roger G. Ibbotson is affiliated with Yale University in the United States and has contributed to the field of Economics, Econometrics, and Finance through multiple publications. Their scholarly work mainly intersects finance, economics and econometrics, and accounting, showcasing a multidisciplinary approach to economic and financial research.

Their recent research output includes:

  • Stocks, Bonds, Bills, and Inflation® (SBBI®): 2020 Summary Edition, 2020, SSRN Electronic Journal
  • Stocks, Bonds, Bills, and Inflation® (SBBI®): 2021 Summary Edition, 2021, SSRN Electronic Journal

Among frequent co-authors with whom Roger G. Ibbotson has collaborated are:

  • Thomas M. Idzorek
  • James P. Harrington
  • Jack Clark Francis
  • Paul D. Kaplan
  • James X. Xiong

Their work has appeared predominantly in these publication venues:

  • SSRN Electronic Journal
  • The Journal of Alternative Investments
  • The Journal of Portfolio Management

Roger G. Ibbotson's research covers a range of topics in the financial and economic domain, including:

  • Global Financial Crisis and Policies
  • Housing Market and Economics
  • Financial Literacy, Pension, Retirement Analysis
  • Insurance and Financial Risk Management
  • Financial Markets and Investment Strategies
  • Monetary Policy and Economic Impact
  • Financial Risk and Volatility Modeling

They have contributed significantly to several subfields, among them:

  • Finance
  • Economics and Econometrics
  • Accounting
  • General Economics, Econometrics and Finance

Roger G. Ibbotson's publications indicate a focus on key components of investment analysis and economic behavior, as seen in their SBBI® summary editions released in 2020 and 2021. Collaborations with co-authors such as Jack Clark Francis also reflect research interest in real estate returns and alternative investments.

Best Publications

  • PRICE PERFORMANCE OF COMMON STOCK NEW ISSUES

    Roger G. Ibbotson

  • Survivorship Bias in Performance Studies

    Stephen J. Brown;William Goetzmann;Roger G. Ibbotson;Stephen A. Ross

  • "HOT ISSUE" MARKETS

    Roger G. Ibbotson;Jeffrey F. Jaffe

  • INITIAL PUBLIC OFFERINGS

    Roger G. Ibbotson;Jody L. Sindelar;Jay R. Ritter

  • Offshore Hedge Funds: Survival and Performance 1989-1995

    Stephen Jeffrey Brown;William N Goetzmann;Robert G Ibbotson

  • THE MARKET'S PROBLEMS WITH THE PRICING OF INITIAL PUBLIC OFFERINGS

    Roger G. Ibbotson;Jody L. Sindelar;Jay R Ritter

  • Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?

    Roger G. Ibbotson;Paul D. Kaplan

  • Do Winners Repeat

    William N. Goetzmann;Roger G. Ibbotson

  • Real Estate Returns: A Comparison with Other Investments

    Roger G. Ibbotson;Laurence B. Siegel

  • Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)

    Roger G. Ibbotson;Rex A. Sinquefield

  • A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability

    William N. Goetzmann;Roger G. Ibbotson;Liang Peng

  • Stocks, Bonds, Bills, and Inflation: Simulations of the Future (1976-2000)

    Roger G. Ibbotson;Rex A. Sinquefield

  • Long-Run Stock Returns: Participating in the Real Economy

    Unknown

  • THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS

    William N. Goetzmann;Roger G. Ibbotson

  • Stocks, bonds, bills, and inflation : the past and the future

    Roger G. Ibbotson;Rex A. Sinquefield

  • Liquidity as an Investment Style

    Roger G. Ibbotson;Zhiwu Chen;Daniel Y.-J. Kim;Wendy Y. Hu

  • Human Capital, Asset Allocation, and Life Insurance

    Peng Chen;Roger G. Ibbotson;Moshe A. Milevsky;Kevin X. Zhu

  • "Hot Issue" Markets

    Jeffrey F. Jaffe;Roger G. Ibbotson

  • World wealth: Market values and returns

    Roger G. Ibbotson;Laurence B. Siegel;Kathryn S. Love

  • Chapter 30 Initial public offerings

    Roger G. Ibbotson;Jay R. Ritter

  • Does Asset Allocation Policy Explain 40, 90, 100 Percent ofPerformance?

    Roger G. Ibbotson;Paul D. Kaplan

  • Liquidity as an Investment Style

    Zhiwu Chen;Roger Ibbotson

Frequent Co-Authors

William N. Goetzmann
William N. Goetzmann Yale University
Stephen J. Brown
Stephen J. Brown New York University
Moshe A. Milevsky
Moshe A. Milevsky York University
Jay R. Ritter
Jay R. Ritter University of Florida
Jody L. Sindelar
Jody L. Sindelar Yale University
Richard H. Thaler
Richard H. Thaler University of Chicago
Campbell R. Harvey
Campbell R. Harvey Duke University
Robert J. Shiller
Robert J. Shiller Yale University
Elke U. Weber
Elke U. Weber Princeton University

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