Robert F. Stambaugh

GPTKB entity

Statements (44)
Predicate Object
gptkbp:instanceOf Person
gptkbp:affiliation gptkb:University_of_Pennsylvania
gptkbp:awards Fama-Demsetz Prize
gptkbp:conference gptkb:American_Finance_Association
gptkb:Financial_Management_Association
gptkb:European_Finance_Association
gptkb:Western_Finance_Association
gptkbp:contribution Developed models for asset pricing
Studied the impact of liquidity on asset prices
Investigated the role of investor behavior in finance
Analyzed market anomalies
gptkbp:education gptkb:University_of_Chicago
gptkbp:field Economics
Finance
https://www.w3.org/2000/01/rdf-schema#label Robert F. Stambaugh
gptkbp:investmentFocus gptkb:Journal_of_Corporate_Finance
gptkb:Review_of_Financial_Studies
gptkb:Financial_Analysts_Journal
gptkb:Journal_of_Financial_Economics
gptkb:Journal_of_Finance
gptkb:Journal_of_Empirical_Finance
gptkb:Journal_of_Banking_&_Finance
gptkb:Journal_of_Financial_and_Quantitative_Analysis
Management Science
Journal of Business
Review_of_Asset_Pricing_Studies
gptkbp:knownFor Finance research
gptkbp:mentor PhD students
gptkbp:notableWork Market Efficiency
Asset Pricing
gptkbp:position Professor
gptkbp:publications gptkb:Quarterly_Journal_of_Economics
gptkb:American_Economic_Review
gptkb:Review_of_Financial_Studies
gptkb:Financial_Analysts_Journal
gptkb:Journal_of_Financial_Economics
gptkb:Journal_of_Finance
gptkb:Journal_of_Financial_and_Quantitative_Analysis
Management Science
Journal of Business
Review_of_Asset_Pricing_Studies
gptkbp:researchInterest Risk management
Investment strategies
Portfolio theory