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Stambaugh Robert F.

Обновлено: 09-12-2010
Образование PhD: Economics [University of Chicago, 1981]
Место работы Department of Finance / Professor of Finance

Профессиональные интересы:
  • Asset pricing;
  • portfolio theory;
  • econometrics


Публикации:
  • On the Predictability of Stock Returns: An Asset-Allocation Perspective,. Journal of Finance 51 (1996): 385.424, with Shmuel Kandel . Reprinted in Forecasting Financial Markets, Terence C. Mills, ed. (Cheltenham: Edward Elgar).
  • Analyzing Investments Whose Histories Differ in Length., Journal of Financial Economics 45 (1997): 285.331.
  • Costs of Equity Capital and Model Mispricing,. Journal of Finance 54 (1999): 67.121, with Lubos Pastor.
  • Predictive Regressions., Journal of Financial Economics 54 (1999): 375.421.
  • Comparing Asset Pricing Models: An Investment Perspective,. Journal of Financial Economics 56 (2000): 335.381, with Lubos Pastor.
  • The Equity Premium and Structural Breaks,. Journal of Finance 56 (2001): 1207.1239, with Lubos Pastor.
  • Mutual Fund Performance and Seemingly Unrelated Assets,. Journal of Financial Economics 63 (2002): 315.349, with Lubos Pastor.
  • Investing in Equity Mutual Funds,. Journal of Financial Economics 63 (2002): 351.380, with Lubos Pastor.
  • Liquidity Risk and Expected Stock Returns,. Journal of Political Economy, 111 (2003): 642.685, with Lubos Pastor.


Публикации на портале:
Учебные курсы Статьи
Домашняя страница http://www.wharton.upenn.edu/faculty/stambaur.html
E-mail stambaugh@wharton.uppen.edu
Телефон 215-898-5734
Факс 215-898-6200

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См. также:
John Aitchison, Samuel D. Silvey
Biometrika. 1957.  Vol. 44. No. 1/2. P. 131-140. 
[Статья]
Donald Wilfrid Kao Andrews
Journal of Econometrics. 1988.  Vol. 37. No. 1. P. 135-157. 
[Статья]
Christian Gourieroux, Alain Monfort, Alain Trognon, Eric Renault
Journal of Econometrics. 1987.  Vol. 34. No. 1-2. P. 5-32. 
[Статья]
Lubos Pastor, Robert F. Stambaugh
Journal of Financial Economics. 2002.  Vol. 63. No. 3. P. 351-380. 
[Статья]
Paul D. Mizen, Mervyn K. Lewis
[Книга]