Robert F. Stambaugh

Robert F. Stambaugh is the Miller Anderson & Sherrerd Professor of Finance at the Wharton School of the University of Pennsylvania. He has published articles on topics including return predictability, asset pricing tests, portfolio choice, parameter uncertainty, liquidity risk, volatility, performance evaluation, and investor sentiment.

Papers
Stambaugh has co-authored numerous award winning papers. Additional awards include:
 * Whitebox Advisors first prize, 2012? for “Are Stocks Really Less Volatile in the Long Run?”.
 * Goldman Sachs Asset Management Award (Western Finance Association), 2007 for “Predictive Systems: Living with Imperfect Predictors”.
 * Moskowitz Prize honorable mention, 2003 for "Investing In Socially Responsible Mutual Funds".