Robert F. Stambaugh

Latest Institution: University of Pennsylvania

All Institutions: Graduate School of Business, University of Chicago; The Wharton School, University of Pennsylvania; University of Pennsylvania; Yale University; The University of Pennsylvania, The Wharton School; National Bureau of Economic Research; Wharton School, University of Pennsylvania; The Wharton School; The Wharton School of the University of Pennsylvania

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Portfolio Inefficiency and the Cross-Section of Expected Returns

Year: 1994
Journal: Journal of Finance
Authors: Shmuel I. Kandel; Robert F. Stambaugh

Comparing Asset Pricing Models: An Investment Perspective

Year: 1999
Journal: Journal of Financial Economics
Authors: Lubo Pastor; Robert F. Stambaugh

Evaluating and Investing in Equity Mutual Funds

Year: 2000
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh

The Equity Premium and Structural Breaks

Year: 2000
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Liquidity Risk and Expected Stock Returns

Year: 2002
Journal: Journal of Political Economy
Authors: Lubos Pstor; Robert F. Stambaugh

Predictive Systems: Living with Imperfect Predictors

Year: 2007
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Predictive Systems Living with Imperfect Predictors

Year: 2007
Journal: Journal of Finance
Authors: Lubos Pstor; Robert F. Stambaugh

Predictive Systems: Living with Imperfect Predictors

Year: 2008
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Are Stocks Really Less Volatile in the Long Run?

Year: 2009
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh

Are Stocks Really Less Volatile in the Long Run?

Year: 2009
Journal: Journal of Finance
Authors: Lubo Pstor; Robert F. Stambaugh

On the Size of the Active Management Industry

Year: 2010
Journal: Journal of Political Economy
Authors: Lubos Pastor; Robert F. Stambaugh

On the Size of the Active Management Industry

Year: 2010
Journal: Journal of Political Economy
Authors: Lubo Pstor; Robert F. Stambaugh

The Short of It: Investor Sentiment and Anomalies

Year: 2011
Journal: Journal of Financial Economics
Authors: Robert F. Stambaugh; Jianfeng Yu; Yu Yuan

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Year: 2012
Journal: Journal of Finance
Authors: Robert F. Stambaugh; Jianfeng Yu; Yu Yuan

The Long Odds that Investor Sentiment Spuriously Predicts Anomaly Returns

Year: 2012
Journal: Journal of Financial Economics
Authors: Robert F. Stambaugh; Jianfeng Yu; Yu Yuan

Investment Noise and Trends

Year: 2014
Journal: No Journal Matched
Authors: Robert F. Stambaugh

Do Funds Make More When They Trade More?

Year: 2014
Journal: No Journal Matched
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Scale and Skill in Active Management

Year: 2014
Journal: No Journal Matched
Authors: Lubo Pastor; Robert F. Stambaugh; Lucian Taylor

Scale and Skill in Active Management

Year: 2014
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Do Funds Make More When They Trade More?

Year: 2014
Journal: Journal of Finance
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Mispricing Factors

Year: 2015
Journal: Review of Financial Studies
Authors: Robert F. Stambaugh; Yu Yuan

Anomalies Abroad: Beyond Data Mining

Year: 2017
Journal: No Journal Matched
Authors: Xiaomeng Lu; Robert F. Stambaugh; Yu Yuan

Fund Tradeoffs

Year: 2017
Journal: No Journal Matched
Authors: Lubo Pstor; Robert F. Stambaugh; Lucian Taylor

Fund Tradeoffs

Year: 2017
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Size and Value in China

Year: 2018
Journal: Journal of Financial Economics
Authors: Jianan Liu; Robert F. Stambaugh; Yu Yuan

Liquidity Risk After 20 Years

Year: 2019
Journal: Critical Finance Review
Authors: Lubos Pastor; Robert F. Stambaugh

Sustainable Investing in Equilibrium

Year: 2019
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Liquidity Risk After 20 Years

Year: 2019
Journal: Critical Finance Review
Authors: Lubo Pstor; Robert F. Stambaugh

Sustainable Investing in Equilibrium

Year: 2019
Journal: No Journal Matched
Authors: Lubo Pstor; Robert F. Stambaugh; Lucian Taylor

Skill and Profit in Active Management

Year: 2019
Journal: No Journal Matched
Authors: Robert F. Stambaugh

Dissecting Green Returns

Year: 2021
Journal: Journal of Financial Economics
Authors: Lubos Pastor; Robert F. Stambaugh; Lucian A. Taylor

Pricing Without Mispricing

Year: 2021
Journal: No Journal Matched
Authors: Jianan Liu; Tobias J. Moskowitz; Robert F. Stambaugh

Diseconomies of Scale in Active Management: Robust Evidence

Year: 2021
Journal: Critical Finance Review
Authors: Lubo Pstor; Robert F. Stambaugh; Lucian Taylor; Min Zhu

Dissecting Green Returns

Year: 2022
Journal: No Journal Matched
Authors: Lubo Pstor; Robert F. Stambaugh; Lucian Taylor

Green Tilts

Year: 2023
Journal: No Journal Matched
Authors: U. B. Pastor; Robert F. Stambaugh; Lucian A. Taylor

Green Tilts

Year: 2023
Journal: No Journal Matched
Authors: Lubo Pstor; Robert F. Stambaugh; Lucian Taylor

Author Disambiguation

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