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Roger Ibbotson

author Image Roger Ibbotson is chairman and CIO of Zebra Capital Management and a professor at the Yale School of Management.

Articles by this Author

Areas of Expertise: investments, stock markets, asset allocation

Website: www.zebracapm.com

Company: Chairman and CIO, Zebra Capital Management; Professor, Yale School of Management

Books: “Ibbotson SBBI Classic Yearbook: Market Returns for Stocks, Bonds, Bills and Inflation,” (Morningstar, Inc.); “Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance,” with Peng Chen, Moshe Milevsky and Kevin Zhu (Research Foundation of CFA, 2006); and ”The Equity Risk Premium,” with William Goetzmann (Oxford University Press, 2006).

Topics Presented in Speeches: “Liquidity as an Investment Style,” “The Stock Characterstic Marathon Race” and “The Importance of Asset Allocation.”

Email: Roger.Ibbotson@yale.edu, R.Ibbotson@zebracapm.com

Roger Ibbotson is a professor in practice at Yale School of Management. He is also chairman and CIO of Zebra Capital Management LLC, a global asset and hedge fund manager that focuses on capturing liquidity premiums in equity markets. He is founder, adviser 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 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” (McGraw-Hill, 1992) and "Investment Markets” (McGraw-Hill, 1987). He is a regular contributor and editorial board member to both trade and academic journals. He is the recipient of many awards including the Graham and Dodd Scrolls in 1979, 1982, 1984, 2001, 2004, 2007, 2011 and 2013, and the Financial Analysts Journal Best Perspectives Article 2010.

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 Ph.D. from the University of Chicago, where he taught for more than 10 years and served as executive director of the Center for Research in Security Prices.

Articles by this Author

  1. Stock Strategies »

    The Liquidity Style: Finding Bargains by Seeking Less Popular Stocks

    Stocks that are less liquid, meaning their shares trade with less volume, offer the potential for higher returns.

    April 2013 | Journal