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
|