Zobrazeno 1 - 10
of 67
pro vyhledávání: '"Roger G. Ibbotson"'
Autor:
Jack Clark Francis, Roger G. Ibbotson
Publikováno v:
The Journal of Alternative Investments. 23:111-126
This article compares and contrasts investments in residential, farmland, and commercial real estate. We also compare real estate investments to more traditional investments in stocks, bonds, commodities, and alternative assets. Price-change returns,
Autor:
Roger G. Ibbotson, Sydney Closs
Publikováno v:
SSRN Electronic Journal.
Autor:
James Harrington, Roger G. Ibbotson
Publikováno v:
SSRN Electronic Journal.
The SBBI® Summary Edition will help investment professionals gain an understanding of major asset class returns, return calculations, and the long term impact of size, value/growth, and liquidity on returns.
Autor:
Thomas M. Idzorek, Roger G. Ibbotson
Publikováno v:
The Journal of Investing. 26:46-56
Less-popular securities have lower prices but higher expected returns. In the efficient market framework, this is usually a risk that is disliked. Behavior finance posits numerous investor biases (e.g., affect) under which prices are determined by em
Autor:
Roger G. Ibbotson, James Harrington
Publikováno v:
SSRN Electronic Journal.
This Stocks, Bonds, Bills, and Inflation® (SBBI®): 2020 Summary Edition enables investors to understand how to calculate, interpret, and use the US historical stock and bond data that the CFA Institute Research Foundation has made available to CFA
Publikováno v:
The Journal of Portfolio Management. 42:114-123
The authors show that it is possible to reduce tail risk without giving up much return. The key is to forecast forward -looking skewness, which will facilitate the identification of a sweet spot for a mean–variance–skewness investor. In practice,
Autor:
Jack Clark Francis, Roger G. Ibbotson
Publikováno v:
The Journal of Alternative Investments. 23:1.5-6
Practical Applications In Real Estate Returns, from the Fall 2020 issue of The Journal of Alternative Investments, authors Jack Clark Francis (Baruch College) and Roger G. Ibbotson (Yale University) compare real estate investment returns to those fro
Autor:
Martin S. Fridson, Theodore R. Aronson, Nelson Lacey, Bud Haslett, Thomas M. Idzorek, Ying L. Becker, Ronald N. Kahn, Donald R. Chambers, James X. Xiong, Joanne M. Hill, Paul D. Kaplan, Joachim Klement, Laurence B. Siegel, Paul Smith, Roger G. Ibbotson, Marc R. Reinganum, Michael Greis, Elke U. Weber, Mauro Costa Miranda, Momtchil Pojarliev, Keith H. Black
Publikováno v:
SSRN Electronic Journal.
[The Research Foundation Review 2018 summarizes the offerings from the CFA Institute Research Foundation over the past year—books, literature reviews, workshop presentations, and other relevant material.
Publikováno v:
SSRN Electronic Journal.
Fama and French identify ‘disagreement’ and ‘tastes’ as impacting asset prices in an equilibrium Capital Asset Pricing Model (CAPM) framework, stopping short of an actual model. The Arbitrage Pricing Theory (APT) of Ross posits a linear multi
Autor:
Roger G. Ibbotson, Philip U. Straehl
Publikováno v:
Financial Analysts Journal. 74
This piece addresses ‘The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy”: A Comment’