Overview

Roger G. Ibbotson discusses how a unified asset allocation framework that recognizes the risk and return characteristics of human capital enables individual investors to make better-informed investment decisions and how portfolio and insurance mixes can be modeled to change with the investor’s age, income, savings rates, financial wealth, risk aversion, and nature of employment.. He provides an asset allocation framework incorporating factors unique to the individual (such as income and retirement date) along with capital market assumptions to select optimal stock, bond, life insurance, and payout annuity portfolios throughout the individual’s lifetime. Please note that text may be difficult to read in this recording. The presentation slides are available for download in the video player.

About the Speaker(s)

Roger Ibbotson
Roger G. Ibbotson PhD

Roger G. Ibbotson is Professor in the Practice Emeritus of Finance at Yale School of Management and chairman of Zebra Capital Management, LLC, a global equity investment and hedge fund manager. He is founder and former chairman of Ibbotson Associates. Dr. Ibbotson conducts research on a broad range of financial topics, including popularity, liquidity, investment returns, mutual funds, international markets, portfolio management, and valuation. He has written numerous books and articles, including Stocks, Bonds, Bills, and Inflation (coauthored by Rex Sinquefield), which is updated annually and serves as a standard reference for information and capital market returns. Dr. Ibbotson’s other books include The Equity Risk Premium, Lifetime Financial Advice, and, most recently, Popularity: A Bridge between Classical and Behavioral Finance. He is a regular contributor to and an editorial board member of both trade and academic journals. Dr. Ibbotson serves on numerous boards and 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 PhD from the University of Chicago, where he also taught for more than 10 years and served as executive director of the Center for Research in Security Prices.

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