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Ibbotson Associates
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Published Research for Financial Professionals

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

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
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
Supply-side Estimate of Expected Equity Return on Industrial Japan
01 September 2005
333K
A Step-By-Step Guide to the Black-Litterman Model: Incorporating User-Specified Confidence Levels
26 April 2005
141K
Managed Futures and Asset Allocation
25 February 2005
852K
Passive Options-based Investment Strategies: The Case of the CBOE S&P 500 BuyWrite Index
28 July 2004
3M
Ibbotson Style Indices: A Comprehensive Set of Growth and Value Data
03 November 2003
101K
Investment Policy for Securitized and Direct Real Estate
22 May 2003
108K
Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities
20 February 2003
265K
Capturing Industry Risk in a Buildup Model
01 August 2002
58K
Stock Market Returns in the Long Run: Participating in the Real Economy
09 July 2002
137K
Invest in Direct Energy
01 February 2002
161K
Do Winners Repeat with Style?
01 February 2002
18K
A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability
01 September 2001
284K
Technical Analysis of the Size Premium
01 September 2001
26K
International Equity Risk Premium
25 June 2001
79K
Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?
01 January 2000
265K
“The Ibbotson-Sinquefield Simulation Made Easy” Made Easy
01 January 2000
21K
TIPS as an Asset Class
01 November 1999
104K
Choosing Managers and Funds: How to Maximize Your Alpha Without Sacrificing Your Target
01 April 1999
91K
Is There Still a Size Premium?
01 November 1998
80K
The Euro: The Names are Changing, but are the Faces Staying the Same?
01 September 1998
161K
Aspects of Investor Psychology
01 June 1998
71K
Asset Allocation Models Using the Markowitz Approach
01 January 1998
42K
Equity Risk Premiums Still Produce Debate
01 January 1998
44K
GSCI Collateralized Futures as a Hedging and Diversification Tool for Institutional Portfolios: An Update
01 December 1997
160K
Ibbotson Associates’ Data and Minority Discount Rates
01 December 1997
12K
Full-information Industry Betas
18 November 1997
182K
Estimates of Small Stock Betas Are Much Too Low
01 June 1997
112K
Stocks, Brady Bonds and Currencies: Investment Opportunities in Latin America
01 March 1997
188K
Fama-French and Small Company Cost of Equity Calculations
01 March 1997
118K
The Role of Returns-Based Style Analysis: Understanding, Implementing, and Interpreting the Technique
09 May 1996
164K
The Role of Asset Allocation in Portfolio Management
01 June 1994
40K
Taming Your Optimizer: A Guide Through the Pitfalls of Mean-Variance Optimization
01 June 1994
108K
Convertible Bonds as an Asset Class: 1957-1992
01 September 1993
87K
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