Robert F. Stambaugh

• entry in Wharton Guide to Faculty
• curriculum vitae

• program and description
• some filled-in input forms for the optimization program, used as examples in Investment Management (Finance 205/720)

• "Are Stocks Really Less Volatile in the Long Run?", with Lubos Pastor; Technical Appendix available
  
  
• "Predictive Systems: Living with Imperfect Predictors", with Lubos Pastor; Technical Appendix available
  
  
• "Inference about Survivors"
  
  
• "Investing in Socially Responsible Mutual Funds", with Christopher C. Geczy and David Levin
  
  
• "Long-Horizon Returns and Short-Horizon Models" (1987), with Shmuel Kandel
  
  
• "Bias in Regressions with Lagged Stochastic Regressors" (1986)