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Ibbotson, Roger, Investment Markets: Gaining the Performance Advantage, (with G.P. Brinson), McGraw-Hill, 1987

Ibbotson, Roger, Stocks, Bonds, and Inflation Japan, (with Y. Hamao), Ibbotson Associates, 1989

Ibbotson, Roger, The Equity Risk Premium: Readings and Notes, (with W.N. Goetzmann), Oxford University Press, 2006

Ibbotson, Roger, Stocks, Bonds, Bills, and Inflation, (with R.A. Sinquefield), Dow Jones-Irwin/Institute for Chartered Financial Analysts, 1989

Ibbotson, Roger, Historical U.S. Treasury Yield Curves, (with T.S. Coleman and L. Fisher), Ibbotson Associates, 1993

Ibbotson, Roger, Global Investing: The Professional, (with G.P. Brinson), McGraw-Hill, 1993

Ibbotson, Roger, "Global Asset Allocation: Philosophy, Process and Performance" (with C.H. Wang ), Journal of Investing, Spring, 2000

Ibbotson, Roger, "A New Historical Database for the NYSE 1815-1925: Performance and Predictability" (with W. Goetzmann and L. Peng), Journal of Financial Markets, Vol. 4, No. 1, 1-32, December, 2001

Ibbotson, Roger, "Does Asset Allocation Policy Explain 40%, 90%, or 100% of Performance?" (with P. Kaplan), SAAJ , in Japanese, April, 2000

Ibbotson, Roger, "History and the Equity Risk Premium" (with W. Goeztmann), The Equity Risk Premium, 2006

Ibbotson, Roger, "Lifetime Financial Advice" (with Chen, Milevsky, Zhu), Chartered Financial Analyst Institute, 2007

Ibbotson, Roger, Investments: A Global Approach , (with J.C. Francis), Prentice Hall , 2002

Ibbotson, Roger, "Does Asset Allocation Policy Explain 40%, 90%, or 100% of Performance?" (with P. Kaplan), Financial Analysts Journal, Jan./Feb., 2000

Ibbotson, Roger, "Offshore Hedge Funds: Survival and Performance 1989-1995" (with S.J. Brown and W. Goetzmann), Journal of Business, Vol. 72, No. 1, 91-117, January, 1999

Ibbotson, Roger, "Empirical Risk Return Analysis of Real Estate Investments in the U.S.: 1972-1999" (with J.C. Francis), Journal of Alternative Investments, Summer, 2001

Ibbotson, Roger, "Long-Run Stock Returns: Participating in the Real Economy" (with P. Chen), Financial Analysts Journal, Jan/Feb, 2003

Ibbotson, Roger, "Stocks, Bonds, Bills and Inflation Yearbook" Morningstar, Inc. & Ibbotson Associates, Annual, 1983 to present, 0

Ibbotson, Roger, Global Investing: The Professional's Guide to the World Capital Markets, McGraw-Hill, 1993, Japanese Edition, 1998

Ingersoll, Jonathan, "High-Water Marks" (with S. Ross and W. Goetzmann), Journal of Finance, Vol. 58, No.4, 2003

Ingersoll, Jonathan, Spanning in Financial Markets: A Discussion, in Theory of Valuation: Frontiers of Modern Financial Theory, Vol 1 , (with S.Bhattacharya and G. Constantinides, editors), Rowman and Littlefield, New Jersey, 1989

Ingersoll, Jonathan, "Investment and Uncertainty: Waiting to Invest" (with S. Ross), Journal of Business, Vol. 65. 1-29, 1992

Ingersoll, Jonathan, "Optimal Consumption and Portfolio Rules with Intertemporally Dependent Utility of Consumption" Journal of Economic Dynamics and Control, Vol. 16, 681-712, 1992

Ingersoll, Jonathan, Derivative Products, in The New Palgrave Dictionary of Money and Finance, Macmillan, 1992

Ingersoll, Jonathan, "Long Forward Rates Can Never Fall" (with P. Dybvig and S. Ross), Journal of Business, Vol. 69, 1-25, 1996

Ingersoll, Jonathan, "Valuing Foreign Exchange Options with a Bounded Exchange Rate Process " Review of Derivatives Research, Vol. 1, No. 2, 159-181, 1996

Ingersoll, Jonathan, "Approximating American Options and Othe Financial Contracts Using Barrier Derivatives" Journal of Computational Finance, Vol. 2, No. 1, 85-112, 1998

Ingersoll, Jonathan, "Digital Contracts: Simple Tools for Pricing Complex Derivatives" Journal of Business, Vol. 73, No. 1, 67-88, January, 2000

Ingersoll, Jonathan, "Monthly Measurement of Daily Timers" (with W. Goetzmann and Z. Ivkovich), Journal of Financial Quantitative Analysis, Vol. 35, 257-290, 2000

Ingersoll, Jonathan, "Valuing Reload Options" Review of Derivatives Research, Vol. 9, 67-105, 2006

Ingersoll, Jonathan, "The Subjective and Objective Evaluation of Incentive Stock Options" Journal of Business, Vol. 79, No. 2, March, 2006

Ingersoll, Jonathan, "Monthly Measurement of Daily Timers" (with W. Goetzmann and Z. Ivkovich), Journal of Financial and Quantitative, Vol. 35, 257-290, 2000

Ingersoll, Jonathan, A Theory of the Term Structure of Interest Rates in Vasicek and Beyond, (with J. Cox and S.A. Ross), Risk Publications, 1996

Ingersoll, Jonathan, "Multidimensional Security Pricing" Journal of Financial Quantitative Analysis, Vol. 10, 785-798, 1975

Ingersoll, Jonathan, "A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent Claims Analysis" Journal of Financial Economics, Vol. 3, 83-123, 1976

Ingersoll, Jonathan, "A Contingent-Claims Valuation of Convertible Securities" Journal of Financial Economics, Vol. 4, 289-321, 1977

Ingersoll, Jonathan, "An Examination of Corporate Call Policies on Convertible Securities" Journal of Finance, Vol. 32, 463-478, 1977

Ingersoll, Jonathan, "Duration Forty Years Later" (with J. Skelton and R. Weil), Journal of Financial Quantitative Analysis, November, 627-648, 1978

Ingersoll, Jonathan, "Using the Black-Scholes Option Model in Investment Decision Making: Designing a Convertible Preferred Issue" Proceedings: Seminar on the Analysis of Security Prices, CRSP, May, 1976

Ingersoll, Jonathan, "Duration and the Measurement of Basis Risk" (with J. Cox and S. Ross), Journal of Business, Vol. 52, 51-61, 1979

Ingersoll, Jonathan, "Discussion of Dynamics of Borrower-Lender Interaction: Partitioning Final Payoff in Venture Capital Finance" (with I. A. Cooper and W. T. Carleton), Journal of Finance, Vol. 34, 531-533, 1979

Ingersoll, Jonathan, "An Analysis of Variable Rate Loan Contracts" (with J. Cox and S. Ross), Journal of Finance, Vol. 35, 389-403, 1980

Ingersoll, Jonathan, "A Re-Examination of Traditional Hypotheses About the Term Structure of Interest Rates" (with J. Cox and S. Ross), Journal of Finance, Vol. 36, 769-799, 1981

Ingersoll, Jonathan, "The Relation Between Forward Prices and Futures Prices" (with J. Cox and S. Ross), Journal of Financial Economics, Vol. 9, 321-346, 1981

Ingersoll, Jonathan, "Mean-Variance Theory in Complete Markets" (with P. Pybyig), Journal of Business, Vol. 55, 233-251, 1982

Ingersoll, Jonathan, "Optimal Bond Trading With Personal Tax: Implications For Bond Prices And Estimated Tax Brackets And Yield Curves" (with G. Constantinides), Journal of Finance, Vol. 37, 349-352, 1982

Ingersoll, Jonathan, "Discussion of 'The Pricing of Commodity-Linked Bonds'" (with E. Schwartz), Journal of Finance, Vol. 37, 540-541, 1982

Ingersoll, Jonathan, Is Immunization Feasible? Evidence from the CRSP Data, Innovations in Bond Portfolio Management: Immunization and Duration, JAI Press, 1983

Ingersoll, Jonathan, "Exact Pricing in Linear Factor Models with Finitely Many Assets" (with N. Chen), Journal of Finance, Vol. 38, 985-988, 1983

Ingersoll, Jonathan, "Some Results in the Theory of Arbitrage Pricing" Journal of Finance, Vol. 39, 1021-1039, 1984

Ingersoll, Jonathan, "Optimal Bond Trading with Personal Tax" (with G. Constantinides), Journal of Financial Economics, Vol. 13, 299-335, 1984

Ingersoll, Jonathan, "An Intertemporal General Equilibrium Model of Asset Prices" (with J. Cox and S. Ross), Econometrica, Vol. 53, 363-384, 1985

Ingersoll, Jonathan, Theory of Financial Decision Making, Rowman and Littlefield, New Jersey, 1987

Ingersoll, Jonathan, Interest Rates, in The New Palgrave: A Dictionary of Economic Theory and Doctrine, Macmillan, 1987,

Ingersoll, Jonathan, Option Pricing Theory, in The New Palgrave: A Dictionary of Economic Theory and Doctrine, Macmillan, 1987