Roger Ibbotson's Asset Allocation Recommendations

by: Roger Nusbaum

Roger Nusbaum submits: Barron's has an interview with Roger Ibbotson (free) that is worth reading.

His firm has done all sorts of work that has influenced my process of portfolio construction and management. In particular, he's done a great deal of 'this is how the market works' research. A lot of my emotional detachment from the daily ups and downs is built off the foundation of Ibbotson's data. You have probably seen his chart that shows returns of large cap, small cap, treasuries and cash for the last 80 years somewhere along the way.

As you can see, these are his asset allocation recommendations: