Roger G. Ibbotson (born May 27, 1943) is Professor Emeritus in Practice of Finance at th
Yale School of Management He is also chairman o
Zebra Capital Management LLC He has written extensively on capital market returns,
cost of capital
In economics and accounting, the cost of capital is the cost of a company's funds (both debt and equity), or from an investor's point of view is "the required rate of return on a portfolio company's existing securities". It is used to evaluate ne ...
, and international investment. He is the founder, advisor, and former chairman of Ibbotson Associates, now a Morningstar Company. He has written numerous books and articles includin
''Stocks, Bonds, Bills, and Inflation''with Rex Sinquefield, which serves as a standard reference for information and capital market returns.
Professor Ibbotson conducts research on a broad range of financial topics, including popularity, liquidity, investment returns, mutual funds, international markets, portfolio management, and valuation. He has recently publishe
''Popularity: A Bridge between Classical and Behavioral Finance''an
''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 served on numerous boards and has recently retired as a director, Chairman of the Audit Committee and member of the Nominating Committee of the Dimensional Investment Group Inc. and DFA Investment Dimensions Group Inc., registered investment companies for which Dimensional Fund Advisors Inc. serves as investment adviser. 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 13 years, and served as executive director of th
Center for Research in Security Prices
Academic Appointments
Professor Emeritus in Practice of Finance, Yale School of Management, 2013 to Present
Professor in Practice of Finance, Yale School of Management, 1984 to 2013
Senior Lecturer in Finance, University of Chicago, Graduate School of Business, 1979 to 1984
Executive Director, Center for Research in Security Prices, University of Chicago, 1979 to 1984
Assistant Professor of Finance, University of Chicago, Graduate School of Business, 1975 to 1979
Lecturer in Finance, University of Chicago, Graduate School of Business, 1971 to 1975
Selected books
Stocks, Bonds, Bills, and Inflation (SBBI®) Yearbooks R.G. Ibbotson Morningstar, Inc. (2007-2015); Duff & Phelps, Wiley (2016)
Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance, R. G. Ibbotson, M. A. Milevsky, P. Chen and K. X. Zhu
The Equity Risk Premium: Essays and Explorations, W. N. Goetzmann and R. G. Ibbotson Oxford University Press, USA 2006
Historical US Treasury Yield Curves 1926-1992, T. S. Coleman, L. Fisher, and R. G. Ibbotson Ibbotson Associates, Chicago 1994
Awards and nominations
* Markowitz Award Prize for 2015 Best Article in Journal of Investment Management,
selected by Nobel Prize Winners Harry M. Markowitz, Robert C. Merton, Myron S. Scholes, and William F. Sharpe
* Graham and Dodd 2014 Award for Best article in Financial Analysts Journal
* Financial Analysts Journal, Graham and Dodd Scrolls, 1979, 1982, 1985, 2001, 2004, 2007, 2012, 2013;
* Best Perspectives Article 2011
* Whitebox Advisors Best Research Paper 2011 Finalist
* Investment Advisor, “Thirty for Thirty Most Influential People,” 2010
* Portable Alpha Board of Governors’ Hall of Fame, 2006
* Alternative Investment Summit, The Paper of the Year Award, 2006
* Pensions & Investments, one of 20 people who "literally changed pension funds, institutional investing and/or money management", 2003
* Journal of Financial Economics, All-Star Paper, 2002
* AIMR 2001 James R. Vertin Award for research notable for enduring value and relevance to investment practitioners
* Academy of Alumni Fellows, Indiana University Kelley School of Business, 2001
* Worth's Magazine “Wall Street’s 25 Smartest Players,” 1999
* Co-Winner, 1992 Review of Financial Studies Award
* Investment Education Institute, Distinguished Service Award in the field of Economics, 1986
External links
Roger G. Ibbotson at Yale School of ManagementPublished Papers at the Social Science Research NetworkZebra Capital Management, LLCIbbotson Associates
{{DEFAULTSORT:Ibbotson, Roger G.
Indiana University alumni
Purdue University alumni
University of Chicago Booth School of Business alumni
Yale School of Management faculty
Living people
1943 births