Roger G. Ibbotson

Yale University — United States

Economics, Econometrics and Finance · Social Sciences

39h-index10.2kcitations132works1.02yr avg
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Research Topics

Financial Markets and Investment Strategies(72), Corporate Finance and Governance(28), Housing Market and Economics(21), Financial Literacy, Pension, Retirement Analysis(15), Financial Reporting and Valuation Research(15)

Publications132 total

Domesticating the Factor Zoo with Economic Theory
The Journal of Portfolio Management·2024· 1 cited
The CAPM, APT, and PAPM
SSRN Electronic Journal·2023Open Access
The Diminishing Role of Active Mutual Funds: Flows and Returns
SSRN Electronic Journal·2023· 1 citedOpen Access
The End of Darwinism: How Humans are Overriding Evolution
SSRN Electronic Journal·2022Open Access
Stocks, Bonds, Bills, and Inflation® (SBBI®): 2021 Summary Edition
SSRN Electronic Journal·2021· 5 citedOpen Access
Practical Applications of Real Estate Returns
The Journal of Alternative Investments·2020
Real Estate Returns
The Journal of Alternative Investments·2020· 1 cited
Stocks, Bonds, Bills, and Inflation® (SBBI®): 2020 Summary Edition
SSRN Electronic Journal·2020· 5 citedOpen Access
The PAPM with Heterogeneous Preferences and Expectations
SSRN Electronic Journal·2019· 1 citedOpen Access
Research Foundation Review 2018
SSRN Electronic Journal·2019Open Access
“The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy”: Author Response
Financial Analysts Journal·2018· 2 cited
Popularity: A Bridge between Classical and Behavioral Finance
SSRN Electronic Journal·2018· 11 citedOpen Access
The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy
Financial Analysts Journal·2017· 33 cited
The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy
SSRN Electronic Journal·2017Open Access
Popularity and Asset Pricing
The Journal of Investing·2017· 4 cited
The Economic Value of Forecasting Left-Tail Risk
The Journal of Portfolio Management·2016· 12 cited
Practical Applications of Dimensions of Popularity
Practical Applications·2015
Momentum, Acceleration, and Reversal
2015· 5 cited
The Supply of Stock Returns: Adding Back Buybacks
SSRN Electronic Journal·2015· 1 citedOpen Access
Dimensions of Popularity
The Journal of Portfolio Management·2014· 20 cited
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Frequent Co-authors

William N. Goetzmann(8), Peng Chen(6), Rex A. Sinquefield(6), Laurence B. Siegel(5), James X. Xiong(4), Thomas M. Idzorek(4), Jay R. Ritter(3), Stephen J. Brown(3), Kevin Zhu(3), Jody L. Sindelar(2), William Goetzmann(2), Stephen A. Ross(2), Paul D. Kaplan(2), Liang Peng(2), Zhiwu Chen(2), Wendy Hu(2), Jeffrey J. Diermeier(2), Jeffrey F. Jaffe(1), Jeffrey F. Jaffe(1), Daniel Y.-J. Kim(1)