U.S.A.
Ibbotson Associates
Investment and advisory services built on innovative research.
Back
Published Research for Financial Professionals

The following research is not investment advice and is intended for use by financial professionals for educational purposes only.

Optimal Portfolios for the Long Run
11 December 2013
759K
Estimating the True Cost of Retirement
09 December 2013
649K
Alpha, Beta, and Now...Gamma
28 August 2013
718K
Employer Stock Ownership in 401(k) Plans and Subsequent Company Stock Performance
01 July 2013
1.06M
Volatility vs. Tail Risk: Which One is Compensated in Equity Funds?
24 June 2013
305K
Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation
02 June 2013
188K
Liquidity as an Investment Style
02 June 2013
229K
The Liquidity Style of Mutual Funds
19 March 2013
193K
The ABCDs of Retirement Success
25 January 2013
352K
Low Bond Yields and Safe Portfolio Withdrawal Rates
21 January 2013
961K
When to Claim Social Security Retirement Benefits
10 January 2013
1.18M
Optimal Withdrawal Strategy for Retirement Income Portfolios
21 September 2012
228K
Saving for Retirement? Start by Paying Off Your Credit Cards
16 August 2012
100K
The Chinese Art Market and the Origin of Bubbles
08 August 2012
4M
Estimating Credit Risk and Illiquidity Risk in Guaranteed Investment Products
02 August 2012
1.65M
Inaccurate Precision: The Danger of Replacement Rate Calculations
15 June 2012
120K
Using a Target-Date Benchmark
05 April 2012
325K
Will Bonds Outperform Stocks Over the Long Run? Not Likely
12 March 2012
786K
The Equity Risk Premium
12 March 2012
482K
Estimating Credit Risk and Illiquidity Risk in Guaranteed Investment Products
10 October 2011
179K
Selecting a Target Date Benchmark
30 September 2011
1.21M
Bait and Switch: Glide Path Instability
12 September 2011
335K
The Impact of Skewness and Fat Tails on the Asset Allocation Decision
23 March 2011
441K
Combining Liquidity and Momentum to Pick Top-Performing Mutual Funds
21 January 2011
337K
The ABCs of Hedge Funds: Alphas, Betas, and Costs (Published Version)
13 January 2011
206K
Creating Portfolios that Confront Retirement's Risks
03 December 2010
902K
The Liquidity Style of Mutual Funds
01 October 2010
479K
The ABCs of Hedge Funds: Alphas, Betas, and Costs (Working Version)
20 July 2010
377K
Using Truncated Levy Flight to Estimate Downside Risk
01 June 2010
642K
Asset Allocation Is King
18 March 2010
1.10M
Allocation to Deferred Variable Annuities with GMWB for Life
02 March 2010
199K
The Equal Importance of Asset Allocation and Active Management
25 February 2010
691K
Nailing Downside Risk
24 February 2010
3.58M
Mean-Variance Versus Mean-Conditional
Value-at-Risk Optimization: The Impact of Incorporating Fat Tails and Skewness Into the Asset Allocation Decision
16 February 2010
163K
The Importance of Asset Allocation
08 February 2010
444K
Creating Custom Target Maturity Funds Using Your Company’s Plan Lineup
01 May 2009
125K
Infrastructure and Strategic Asset Allocation: Is Infrastructure an Asset Class?
31 January 2009
248K
The Impact of Liability-Driven Investing on Real Estate Allocations
30 September 2008
384K
Adding the Income Dimension
29 April 2008
871K
Lifetime Asset Allocations: Methodologies for Target Maturity Funds
11 February 2008
522K
Private Equity and Strategic Asset Allocation
24 January 2008
205K
Retirement Portfolio and Variable Annuity with Guaranteed Minimum Withdrawal Benefit (VA + GMWB)
16 January 2008
278K
Dynamics of Fund of Hedge Funds: Flow, Size, and Performance
01 October 2007
165K
National Savings Rate Guidelines for Individuals
12 July 2007
300K
Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance
06 April 2007
1.51M
Contrasting Real Estate with Comparable Markets, 1978-2004
01 February 2007
6.2M
Commercial Real Estate: The Role of Global Listed Real Estate Equities in a Strategic Asset Allocation
06 November 2006
344K
Strategic Asset Allocation and Commodities
27 March 2006
1.4M
Human Capital, Asset Allocation, and Life Insurance
01 January 2006
516K
Supply-side Estimate of Expected Equity Return on Industrial Japan
01 September 2005
333K
1 2   
© Morningstar. All rights reserved.