Robert F. Stambaugh
Personal Details
First Name: | Robert |
Middle Name: | F. |
Last Name: | Stambaugh |
Suffix: | |
RePEc Short-ID: | pst282 |
[This author has chosen not to make the email address public] | |
http://finance.wharton.upenn.edu/~stambaug/ | |
Terminal Degree: | 1981 Booth School of Business; University of Chicago (from RePEc Genealogy) |
Affiliation
(5%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
(95%) Finance Department
Wharton School of Business
University of Pennsylvania
Philadelphia, Pennsylvania (United States)http://finance.wharton.upenn.edu/
RePEc:edi:fdupaus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2023.
"Green Tilts,"
CEPR Discussion Papers
18219, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2023. "Green Tilts," NBER Working Papers 31320, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2022.
"Dissecting Green Returns,"
CEPR Discussion Papers
16260, C.E.P.R. Discussion Papers.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022. "Dissecting green returns," Journal of Financial Economics, Elsevier, vol. 146(2), pages 403-424.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2021. "Dissecting Green Returns," NBER Working Papers 28940, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min, 2021.
"Diseconomies of Scale in Active Management: Robust Evidence,"
CEPR Discussion Papers
16376, C.E.P.R. Discussion Papers.
- Luboš Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu, 2022. "Diseconomies of Scale in Active Management: Robust Evidence," Critical Finance Review, now publishers, vol. 11(3-4), pages 593-611, August.
- Jianan Liu & Tobias J. Moskowitz & Robert F. Stambaugh, 2021. "Pricing Without Mispricing," NBER Working Papers 29016, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020.
"Sustainable Investing in Equilibrium,"
Working Papers
2020-23, Becker Friedman Institute for Research In Economics.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021. "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019. "Sustainable Investing in Equilibrium," NBER Working Papers 26549, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2019. "Sustainable Investing in Equilibrium," CEPR Discussion Papers 14171, C.E.P.R. Discussion Papers.
- Pástor, Luboš & Stambaugh, Robert F., 2019.
"Liquidity Risk After 20 Years,"
CEPR Discussion Papers
13680, C.E.P.R. Discussion Papers.
- Pástor, Luboš & Stambaugh, Robert F., 2019. "Liquidity Risk After 20 Years," Critical Finance Review, now publishers, vol. 8(1-2), pages 277-299, December.
- Lubos Pastor & Robert F. Stambaugh, 2019. "Liquidity Risk After 20 Years," NBER Working Papers 25774, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh, 2019. "Skill and Profit in Active Management," NBER Working Papers 26027, National Bureau of Economic Research, Inc.
- Jianan Liu & Robert F. Stambaugh & Yu Yuan, 2018.
"Size and Value in China,"
NBER Working Papers
24458, National Bureau of Economic Research, Inc.
- Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019. "Size and value in China," Journal of Financial Economics, Elsevier, vol. 134(1), pages 48-69.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Portfolio Liquidity and Diversification: Theory and Evidence," CEPR Discussion Papers 12195, C.E.P.R. Discussion Papers.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017.
"Fund Tradeoffs,"
CEPR Discussion Papers
12513, C.E.P.R. Discussion Papers.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020. "Fund tradeoffs," Journal of Financial Economics, Elsevier, vol. 138(3), pages 614-634.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Fund Tradeoffs," NBER Working Papers 23670, National Bureau of Economic Research, Inc.
- Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017. "Anomalies Abroad: Beyond Data Mining," NBER Working Papers 23809, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh & Yu Yuan, 2015.
"Mispricing Factors,"
NBER Working Papers
21533, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh & Yu Yuan, 2017. "Mispricing Factors," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1270-1315.
- Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014.
"Scale and Skill in Active Management,"
CEPR Discussion Papers
9854, C.E.P.R. Discussion Papers.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014.
"Do Funds Make More When They Trade More?,"
CEPR Discussion Papers
10261, C.E.P.R. Discussion Papers.
- Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh, 2014. "Investment Noise and Trends," NBER Working Papers 20072, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012.
"The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns,"
NBER Working Papers
18231, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014. "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, vol. 114(3), pages 613-619.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012.
"Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle,"
NBER Working Papers
18560, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, vol. 70(5), pages 1903-1948, October.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2011.
"The Short of It: Investor Sentiment and Anomalies,"
NBER Working Papers
16898, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012. "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302.
- Stambaugh, Robert F. & Pástor, Luboš, 2010.
"On the Size of the Active Management Industry,"
CEPR Discussion Papers
7637, C.E.P.R. Discussion Papers.
- Ľuboš Pástor & Robert F. Stambaugh, 2012. "On the Size of the Active Management Industry," Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
- Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš, 2009.
"Are Stocks Really Less Volatile in the Long Run?,"
CEPR Discussion Papers
7199, C.E.P.R. Discussion Papers.
- Ľuboš Pástor & Robert F. Stambaugh, 2012. "Are Stocks Really Less Volatile in the Long Run?," Journal of Finance, American Finance Association, vol. 67(2), pages 431-478, April.
- Lubos Pastor & Robert F. Stambaugh, 2009. "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers 14757, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš, 2007.
"Predictive Systems: Living with Imperfect Predictors,"
CEPR Discussion Papers
6076, C.E.P.R. Discussion Papers.
- Ľuboš Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, August.
- Lubos Pastor & Robert F. Stambaugh, 2007. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 12814, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, 2008. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 13804, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš, 2002.
"Liquidity Risk and Expected Stock Returns,"
CEPR Discussion Papers
3494, C.E.P.R. Discussion Papers.
- Pastor, Lubos & Stambaugh, Robert F., 2003. "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 642-685, June.
- Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc.
- Luboš Pástor & Robert F. Stambaugh, "undated". "Liquidity Risk and Expected Stock Returns," CRSP working papers 531, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Robert F. Stambaugh, 1999.
"Predictive Regressions,"
NBER Technical Working Papers
0240, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F., 1999. "Predictive regressions," Journal of Financial Economics, Elsevier, vol. 54(3), pages 375-421, December.
- Shmuel Kandel & Robert F. Stambaugh, 1995.
"On the Predictability of Stock Returns: An Asset-Allocation Perspective,"
NBER Working Papers
4997, National Bureau of Economic Research, Inc.
- Kandel, Shmuel & Stambaugh, Robert F, 1996. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, vol. 51(2), pages 385-424, June.
- Shmuel Kandel & Robert F. Stambaugh, 1994.
"Portfolio Inefficiency and the Cross-Section of Expected Returns,"
NBER Working Papers
4702, National Bureau of Economic Research, Inc.
- Kandel, Shmuel & Stambaugh, Robert F, 1995. "Portfolio Inefficiency and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, vol. 50(1), pages 157-184, March.
- Kandel, S. & McCulloch, R. & Stambaugh, R.F., 1991.
"Bayesian Inference and Portfolio Efficiency,"
Weiss Center Working Papers
8-91, Wharton School - Weiss Center for International Financial Research.
- Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F, 1995. "Bayesian Inference and Portfolio Efficiency," The Review of Financial Studies, Society for Financial Studies, vol. 8(1), pages 1-53.
- Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh, 1993. "Bayesian Inference and Portfolio Efficiency," NBER Technical Working Papers 0134, National Bureau of Economic Research, Inc.
- Shmuel Kandel & Robert F. Stambaugh, 1991.
"Asset Returns and Intertemporal Preferences,"
NBER Working Papers
3633, National Bureau of Economic Research, Inc.
- Kandel, Shmuel & Stambaugh, Robert F., 1991. "Asset returns and intertemporal preferences," Journal of Monetary Economics, Elsevier, vol. 27(1), pages 39-71, February.
- Kandel, S. & Stambaugh, R.F., 1990. "Asset Returns, Investment Horizons, And Intertemporal Preferences," Weiss Center Working Papers 7-90, Wharton School - Weiss Center for International Financial Research.
- Robert F. Stambaugh, "undated".
"Estimating Conditional Expectations When Volatility Fluctuates,"
Rodney L. White Center for Financial Research Working Papers
17-93, Wharton School Rodney L. White Center for Financial Research.
- Robert F. Stambaugh, 1993. "Estimating Conditional Expectations when Volatility Fluctuates," NBER Technical Working Papers 0140, National Bureau of Economic Research, Inc.
- Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh, "undated".
"Bayesian Inference and Portfolio Efficiency (Revised: 4-93),"
Rodney L. White Center for Financial Research Working Papers
08-91, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh, "undated". "Bayesian Inference and Portfolio Efficiency (Revised: 4-93)," Rodney L. White Center for Financial Research Working Papers 8-91, Wharton School Rodney L. White Center for Financial Research.
- Nai-Fu Chen & Bruce Grundy & Robert F Stambaugh, "undated".
"Changing Risk, Changing Risk Premiums, and Dividend Yield Effects,"
Rodney L. White Center for Financial Research Working Papers
26-88, Wharton School Rodney L. White Center for Financial Research.
- Chen, Nai-Fu & Grundy, Bruce & Stambaugh, Robert F, 1990. "Changing Risk, Changing Risk Premiums, and Dividend Yield Effects," The Journal of Business, University of Chicago Press, vol. 63(1), pages 51-70, January.
- Lubos Pástor & Robert F. Stambaugh, "undated".
"Costs of Equity Capital and Model Mispricing,"
Rodney L. White Center for Financial Research Working Papers
04-98, Wharton School Rodney L. White Center for Financial Research.
- Ľuboš Pástor & Robert F. Stambaugh, 1999. "Costs of Equity Capital and Model Mispricing," Journal of Finance, American Finance Association, vol. 54(1), pages 67-121, February.
- Lubos Pástor & Robert F. Stambaugh, "undated". "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers 4-98, Wharton School Rodney L. White Center for Financial Research.
- Lubos Pastor & Robert F. Stambaugh, 1998. "Costs of Equity Capital and Model Mispricing," NBER Working Papers 6490, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, "undated".
"Evaluating and Investing in Equity Mutual Funds,"
Rodney L. White Center for Financial Research Working Papers
10-00, Wharton School Rodney L. White Center for Financial Research.
- Lubos Pastor & Robert F. Stambaugh, 2000. "Evaluating and Investing in Equity Mutual Funds," NBER Working Papers 7779, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, "undated". "Evaluating and Investing in Equity Mutual Funds," CRSP working papers 516, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Marshall Blume & Robert Stambaugh, "undated". "Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)," Rodney L. White Center for Financial Research Working Papers 11-83, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert F. Stambaugh, "undated".
"Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93),"
Rodney L. White Center for Financial Research Working Papers
06-94, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert F. Stambaugh, "undated". "Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93)," Rodney L. White Center for Financial Research Working Papers 6-94, Wharton School Rodney L. White Center for Financial Research.
- Robert Stambaugh, "undated".
"On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis,"
Rodney L. White Center for Financial Research Working Papers
13-81, Wharton School Rodney L. White Center for Financial Research.
- Stambaugh, Robert F., 1982. "On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis," Journal of Financial Economics, Elsevier, vol. 10(3), pages 237-268, November.
- Luboš Pástor & Robert F. Stambaugh, "undated".
"Investing in Equity Mutual Funds,"
CRSP working papers
532, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Pastor, Lubos & Stambaugh, Robert F., 2002. "Investing in equity mutual funds," Journal of Financial Economics, Elsevier, vol. 63(3), pages 351-380, March.
- Lubos Pastor & Robert F. Stambaugh, "undated".
"Costs of Equity from Factor-Based Models (Revised 4-98),"
Rodney L. White Center for Financial Research Working Papers
08-97, Wharton School Rodney L. White Center for Financial Research.
- Lubos Pastor & Robert F. Stambaugh, "undated". "Costs of Equity from Factor-Based Models (Revised 4-98)," Rodney L. White Center for Financial Research Working Papers 8-97, Wharton School Rodney L. White Center for Financial Research.
- Robert F. Stambaugh, "undated".
"Arbitrage Pricing with Heterogeneous Information,"
Rodney L. White Center for Financial Research Working Papers
02-82, Wharton School Rodney L. White Center for Financial Research.
- Robert F. Stambaugh, "undated". "Arbitrage Pricing with Heterogeneous Information," Rodney L. White Center for Financial Research Working Papers 2-82, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert F. Stambaugh, "undated". "On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057)," Rodney L. White Center for Financial Research Working Papers 27-94, Wharton School Rodney L. White Center for Financial Research.
- Lubos Pastor & Robert F. Stambaugh, "undated".
"The Equity Premium and Structural Breaks,"
Rodney L. White Center for Financial Research Working Papers
11-00, Wharton School Rodney L. White Center for Financial Research.
- Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
- Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
- Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh, "undated".
"Analyzing Investments Whose Histories Differ in Length,"
Rodney L. White Center for Financial Research Working Papers
05-96, Wharton School Rodney L. White Center for Financial Research.
- Stambaugh, Robert F., 1997. "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, vol. 45(3), pages 285-331, September.
- Robert F. Stambaugh, "undated". "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers 5-96, Wharton School Rodney L. White Center for Financial Research.
- Robert F. Stambaugh, 1997. "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers 5918, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, "undated".
"Comparing Asset Pricing Models: An Investment Perspective,"
Rodney L. White Center for Financial Research Working Papers
16-99, Wharton School Rodney L. White Center for Financial Research.
- Pastor, Lubos & Stambaugh, Robert F., 2000. "Comparing asset pricing models: an investment perspective," Journal of Financial Economics, Elsevier, vol. 56(3), pages 335-381, June.
- Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc.
- Luboš Pástor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," CRSP working papers 497, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Shmuel Kandel & Robert F. Stambaugh, "undated". "Expectations and Volatility of Long-Horizon Stock Returns," Rodney L. White Center for Financial Research Working Papers 12-89, Wharton School Rodney L. White Center for Financial Research.
- Shumel Kandel & Robert F. Stambaugh, "undated".
"A Mean-Variance Framework for Tests for Asset Pricing Models,"
Rodney L. White Center for Financial Research Working Papers
25-88, Wharton School Rodney L. White Center for Financial Research.
- Kandel, Shmuel & Stambaugh, Robert F, 1989. "A Mean-Variance Framework for Tests of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 2(2), pages 125-156.
- Shmuel Kandel & Robert F. Stambaugh, "undated".
"Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94),"
Rodney L. White Center for Financial Research Working Papers
03-93, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert F. Stambaugh, "undated". "Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94)," Rodney L. White Center for Financial Research Working Papers 3-93, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert F. Stambaugh, "undated".
"Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009),"
Rodney L. White Center for Financial Research Working Papers
07-90, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert F. Stambaugh, "undated". "Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)," Rodney L. White Center for Financial Research Working Papers 7-90, Wharton School Rodney L. White Center for Financial Research.
- Donald B. Keim & Robert F. Stambaugh, "undated".
"Predicting Returns in the Stock and Bond Markets,"
Rodney L. White Center for Financial Research Working Papers
15-85, Wharton School Rodney L. White Center for Financial Research.
- Keim, Donald B. & Stambaugh, Robert F., 1986. "Predicting returns in the stock and bond markets," Journal of Financial Economics, Elsevier, vol. 17(2), pages 357-390, December.
- Robert F. Stambaugh, "undated".
"Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency,"
Rodney L. White Center for Financial Research Working Papers
01-82, Wharton School Rodney L. White Center for Financial Research.
- Stambaugh, Robert F., 1983. "Testing the CAPM with broader market indexes : A problem of mean-deficiency," Journal of Banking & Finance, Elsevier, vol. 7(1), pages 5-16, March.
- Robert F. Stambaugh, "undated". "Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency," Rodney L. White Center for Financial Research Working Papers 1-82, Wharton School Rodney L. White Center for Financial Research.
- Luboš Pástor & Robert F. Stambaugh, "undated".
"Mutual Fund Performance and Seemingly Unrelated Assets.”,"
CRSP working papers
527, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Pastor, Lubos & Stambaugh, Robert F., 2002. "Mutual fund performance and seemingly unrelated assets," Journal of Financial Economics, Elsevier, vol. 63(3), pages 315-349, March.
- Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh, "undated".
"Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046),"
Rodney L. White Center for Financial Research Working Papers
04-93, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh, "undated". "Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)," Rodney L. White Center for Financial Research Working Papers 4-93, Wharton School Rodney L. White Center for Financial Research.
- Shmuel Kandel & Robert F. Stambaugh, "undated". "Modeling Expected Stock Returns for Long and Short Horizons," Rodney L. White Center for Financial Research Working Papers 42-88, Wharton School Rodney L. White Center for Financial Research.
Articles
- Luboš Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu, 2022.
"Diseconomies of Scale in Active Management: Robust Evidence,"
Critical Finance Review, now publishers, vol. 11(3-4), pages 593-611, August.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min, 2021. "Diseconomies of Scale in Active Management: Robust Evidence," CEPR Discussion Papers 16376, C.E.P.R. Discussion Papers.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022.
"Dissecting green returns,"
Journal of Financial Economics, Elsevier, vol. 146(2), pages 403-424.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2021. "Dissecting Green Returns," NBER Working Papers 28940, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2022. "Dissecting Green Returns," CEPR Discussion Papers 16260, C.E.P.R. Discussion Papers.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021.
"Sustainable investing in equilibrium,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020. "Sustainable Investing in Equilibrium," Working Papers 2020-23, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019. "Sustainable Investing in Equilibrium," NBER Working Papers 26549, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2019. "Sustainable Investing in Equilibrium," CEPR Discussion Papers 14171, C.E.P.R. Discussion Papers.
- Christopher C Geczy & Robert F Stambaugh & David Levin, 2021. "Investing in Socially Responsible Mutual Funds [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 309-351.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020.
"Fund tradeoffs,"
Journal of Financial Economics, Elsevier, vol. 138(3), pages 614-634.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Fund Tradeoffs," NBER Working Papers 23670, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2017. "Fund Tradeoffs," CEPR Discussion Papers 12513, C.E.P.R. Discussion Papers.
- Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019.
"Size and value in China,"
Journal of Financial Economics, Elsevier, vol. 134(1), pages 48-69.
- Jianan Liu & Robert F. Stambaugh & Yu Yuan, 2018. "Size and Value in China," NBER Working Papers 24458, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F., 2019.
"Liquidity Risk After 20 Years,"
Critical Finance Review, now publishers, vol. 8(1-2), pages 277-299, December.
- Lubos Pastor & Robert F. Stambaugh, 2019. "Liquidity Risk After 20 Years," NBER Working Papers 25774, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F., 2019. "Liquidity Risk After 20 Years," CEPR Discussion Papers 13680, C.E.P.R. Discussion Papers.
- Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018. "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, vol. 128(1), pages 1-15.
- Robert F. Stambaugh & Yu Yuan, 2017.
"Mispricing Factors,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1270-1315.
- Robert F. Stambaugh & Yu Yuan, 2015. "Mispricing Factors," NBER Working Papers 21533, National Bureau of Economic Research, Inc.
- Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017.
"Do Funds Make More When They Trade More?,"
Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015.
"Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle,"
Journal of Finance, American Finance Association, vol. 70(5), pages 1903-1948, October.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," NBER Working Papers 18560, National Bureau of Economic Research, Inc.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015.
"Scale and skill in active management,"
Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Scale and Skill in Active Management," NBER Working Papers 19891, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš & Taylor, Lucian, 2014. "Scale and Skill in Active Management," CEPR Discussion Papers 9854, C.E.P.R. Discussion Papers.
- Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014.
"The long of it: Odds that investor sentiment spuriously predicts anomaly returns,"
Journal of Financial Economics, Elsevier, vol. 114(3), pages 613-619.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2012. "The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns," NBER Working Papers 18231, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh, 2014. "Presidential Address: Investment Noise and Trends," Journal of Finance, American Finance Association, vol. 69(4), pages 1415-1453, August.
- Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012.
"The short of it: Investor sentiment and anomalies,"
Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302.
- Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2011. "The Short of It: Investor Sentiment and Anomalies," NBER Working Papers 16898, National Bureau of Economic Research, Inc.
- Ľuboš Pástor & Robert F. Stambaugh, 2012.
"On the Size of the Active Management Industry,"
Journal of Political Economy, University of Chicago Press, vol. 120(4), pages 740-781.
- Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," NBER Working Papers 15646, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš, 2010. "On the Size of the Active Management Industry," CEPR Discussion Papers 7637, C.E.P.R. Discussion Papers.
- Ľuboš Pástor & Robert F. Stambaugh, 2012.
"Are Stocks Really Less Volatile in the Long Run?,"
Journal of Finance, American Finance Association, vol. 67(2), pages 431-478, April.
- Stambaugh, Robert F. & Pástor, Luboš, 2009. "Are Stocks Really Less Volatile in the Long Run?," CEPR Discussion Papers 7199, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2009. "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers 14757, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh, 2011. "Inference about Survivors," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 423-464.
- Ľuboš Pástor & Robert F. Stambaugh, 2009.
"Predictive Systems: Living with Imperfect Predictors,"
Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, August.
- Stambaugh, Robert F. & Pástor, Luboš, 2007. "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers 6076, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2007. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 12814, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, 2008. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 13804, National Bureau of Economic Research, Inc.
- Robert F. Stambaugh, 2006. "Report of the Editor of The Journal of Finance for the Year 2005," Journal of Finance, American Finance Association, vol. 61(4), pages 2047-2062, August.
- Robert F. Stambaugh, 2005. "Report of the Editor of The Journal of Finance for the Year 2004," Journal of Finance, American Finance Association, vol. 60(4), pages 2125-2139, August.
- Pastor, Lubos & Stambaugh, Robert F., 2003.
"Liquidity Risk and Expected Stock Returns,"
Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 642-685, June.
- Lubos Pastor & Robert F. Stambaugh, 2001. "Liquidity Risk and Expected Stock Returns," NBER Working Papers 8462, National Bureau of Economic Research, Inc.
- Luboš Pástor & Robert F. Stambaugh, "undated". "Liquidity Risk and Expected Stock Returns," CRSP working papers 531, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Stambaugh, Robert F. & Pástor, Luboš, 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
- Pastor, Lubos & Stambaugh, Robert F., 2002.
"Mutual fund performance and seemingly unrelated assets,"
Journal of Financial Economics, Elsevier, vol. 63(3), pages 315-349, March.
- Luboš Pástor & Robert F. Stambaugh, "undated". "Mutual Fund Performance and Seemingly Unrelated Assets.”," CRSP working papers 527, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Pastor, Lubos & Stambaugh, Robert F., 2002.
"Investing in equity mutual funds,"
Journal of Financial Economics, Elsevier, vol. 63(3), pages 351-380, March.
- Luboš Pástor & Robert F. Stambaugh, "undated". "Investing in Equity Mutual Funds," CRSP working papers 532, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Ľluboš Pástor & Robert F. Stambaugh, 2001.
"The Equity Premium and Structural Breaks,"
Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
- Lubos Pastor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 11-00, Wharton School Rodney L. White Center for Financial Research.
- Lubos Pástor & Robert F. Stambaugh, "undated". "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers 21-98, Wharton School Rodney L. White Center for Financial Research.
- Luboš Pástor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," CRSP working papers 519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc.
- Pastor, Lubos & Stambaugh, Robert F., 2000.
"Comparing asset pricing models: an investment perspective,"
Journal of Financial Economics, Elsevier, vol. 56(3), pages 335-381, June.
- Lubos Pastor & Robert F. Stambaugh, "undated". "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers 16-99, Wharton School Rodney L. White Center for Financial Research.
- Lubos Pastor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," NBER Working Papers 7284, National Bureau of Economic Research, Inc.
- Luboš Pástor & Robert F. Stambaugh, 1999. "Comparing Asset Pricing Models: An Investment Perspective," CRSP working papers 497, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Stambaugh, Robert F., 1999.
"Predictive regressions,"
Journal of Financial Economics, Elsevier, vol. 54(3), pages 375-421, December.
- Robert F. Stambaugh, 1999. "Predictive Regressions," NBER Technical Working Papers 0240, National Bureau of Economic Research, Inc.
- Ľuboš Pástor & Robert F. Stambaugh, 1999.
"Costs of Equity Capital and Model Mispricing,"
Journal of Finance, American Finance Association, vol. 54(1), pages 67-121, February.
- Lubos Pástor & Robert F. Stambaugh, "undated". "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers 4-98, Wharton School Rodney L. White Center for Financial Research.
- Lubos Pastor & Robert F. Stambaugh, 1998. "Costs of Equity Capital and Model Mispricing," NBER Working Papers 6490, National Bureau of Economic Research, Inc.
- Lubos Pástor & Robert F. Stambaugh, "undated". "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers 04-98, Wharton School Rodney L. White Center for Financial Research.
- Stambaugh, Robert F., 1997.
"Analyzing investments whose histories differ in length,"
Journal of Financial Economics, Elsevier, vol. 45(3), pages 285-331, September.
- Robert F. Stambaugh, "undated". "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers 5-96, Wharton School Rodney L. White Center for Financial Research.
- Robert F. Stambaugh, "undated". "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers 05-96, Wharton School Rodney L. White Center for Financial Research.
- Robert F. Stambaugh, 1997. "Analyzing Investments Whose Histories Differ in Length," NBER Working Papers 5918, National Bureau of Economic Research, Inc.
- Kandel, Shmuel & Stambaugh, Robert F, 1996.
"On the Predictability of Stock Returns: An Asset-Allocation Perspective,"
Journal of Finance, American Finance Association, vol. 51(2), pages 385-424, June.
- Shmuel Kandel & Robert F. Stambaugh, 1995. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," NBER Working Papers 4997, National Bureau of Economic Research, Inc.
- Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F, 1995.
"Bayesian Inference and Portfolio Efficiency,"
The Review of Financial Studies, Society for Financial Studies, vol. 8(1), pages 1-53.
- Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh, 1993. "Bayesian Inference and Portfolio Efficiency," NBER Technical Working Papers 0134, National Bureau of Economic Research, Inc.
- Kandel, S. & McCulloch, R. & Stambaugh, R.F., 1991. "Bayesian Inference and Portfolio Efficiency," Weiss Center Working Papers 8-91, Wharton School - Weiss Center for International Financial Research.
- Kandel, Shmuel & Stambaugh, Robert F, 1995.
"Portfolio Inefficiency and the Cross-Section of Expected Returns,"
Journal of Finance, American Finance Association, vol. 50(1), pages 157-184, March.
- Shmuel Kandel & Robert F. Stambaugh, 1994. "Portfolio Inefficiency and the Cross-Section of Expected Returns," NBER Working Papers 4702, National Bureau of Economic Research, Inc.
- Kandel, Shmuel & Stambaugh, Robert F, 1994. "A Mean-Variance Framework for Tests of Asset Pricing Models: Correction," The Review of Financial Studies, Society for Financial Studies, vol. 7(4), pages 803-804.
- Kandel, Shmuel & Stambaugh, Robert F., 1991.
"Asset returns and intertemporal preferences,"
Journal of Monetary Economics, Elsevier, vol. 27(1), pages 39-71, February.
- Shmuel Kandel & Robert F. Stambaugh, 1991. "Asset Returns and Intertemporal Preferences," NBER Working Papers 3633, National Bureau of Economic Research, Inc.
- Kandel, Shmuel & Stambaugh, Robert F, 1990. "Expectations and Volatility of Consumption and Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 207-232.
- Chen, Nai-Fu & Grundy, Bruce & Stambaugh, Robert F, 1990.
"Changing Risk, Changing Risk Premiums, and Dividend Yield Effects,"
The Journal of Business, University of Chicago Press, vol. 63(1), pages 51-70, January.
- Nai-Fu Chen & Bruce Grundy & Robert F Stambaugh, "undated". "Changing Risk, Changing Risk Premiums, and Dividend Yield Effects," Rodney L. White Center for Financial Research Working Papers 26-88, Wharton School Rodney L. White Center for Financial Research.
- Kandel, Shmuel & Stambaugh, Robert F, 1989.
"A Mean-Variance Framework for Tests of Asset Pricing Models,"
The Review of Financial Studies, Society for Financial Studies, vol. 2(2), pages 125-156.
- Shumel Kandel & Robert F. Stambaugh, "undated". "A Mean-Variance Framework for Tests for Asset Pricing Models," Rodney L. White Center for Financial Research Working Papers 25-88, Wharton School Rodney L. White Center for Financial Research.
- Stambaugh, Robert F, 1988. "Stable Factors in Security Returns: Identification Using Cross-Validation: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 20-21, January.
- Stambaugh, Robert F., 1988. "The information in forward rates : Implications for models of the term structure," Journal of Financial Economics, Elsevier, vol. 21(1), pages 41-70, May.
- Kandel, Shmuel & Stambaugh, Robert F., 1987. "On correlations and inferences about mean-variance efficiency," Journal of Financial Economics, Elsevier, vol. 18(1), pages 61-90, March.
- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
- Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F, 1987. "Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas," Journal of Finance, American Finance Association, vol. 42(2), pages 201-220, June.
- Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F, 1987. "Mimicking Portfolios and Exact Arbitrage Pricing," Journal of Finance, American Finance Association, vol. 42(1), pages 1-9, March.
- Keim, Donald B. & Stambaugh, Robert F., 1986.
"Predicting returns in the stock and bond markets,"
Journal of Financial Economics, Elsevier, vol. 17(2), pages 357-390, December.
- Donald B. Keim & Robert F. Stambaugh, "undated". "Predicting Returns in the Stock and Bond Markets," Rodney L. White Center for Financial Research Working Papers 15-85, Wharton School Rodney L. White Center for Financial Research.
- Stambaugh, Robert F, 1986. "Does the Stock Market Rationally Reflect Fundamental Values? Discussion," Journal of Finance, American Finance Association, vol. 41(3), pages 601-602, July.
- Keim, Donald B & Stambaugh, Robert F, 1984. "A Further Investigation of the Weekend Effect in Stock Returns," Journal of Finance, American Finance Association, vol. 39(3), pages 819-835, July.
- Stambaugh, Robert F., 1983. "Arbitrage pricing with information," Journal of Financial Economics, Elsevier, vol. 12(3), pages 357-369, November.
- Stambaugh, Robert F., 1983.
"Testing the CAPM with broader market indexes : A problem of mean-deficiency,"
Journal of Banking & Finance, Elsevier, vol. 7(1), pages 5-16, March.
- Robert F. Stambaugh, "undated". "Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency," Rodney L. White Center for Financial Research Working Papers 01-82, Wharton School Rodney L. White Center for Financial Research.
- Robert F. Stambaugh, "undated". "Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency," Rodney L. White Center for Financial Research Working Papers 1-82, Wharton School Rodney L. White Center for Financial Research.
- Blume, Marshall E. & Stambaugh, Robert F., 1983. "Biases in computed returns : An application to the size effect," Journal of Financial Economics, Elsevier, vol. 12(3), pages 387-404, November.
- Stambaugh, Robert F., 1982.
"On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis,"
Journal of Financial Economics, Elsevier, vol. 10(3), pages 237-268, November.
- Robert Stambaugh, "undated". "On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis," Rodney L. White Center for Financial Research Working Papers 13-81, Wharton School Rodney L. White Center for Financial Research.
- Thell, Henri & Stambaugh, Robert, 1977.
"Inequaltty and social status in successive generations,"
European Economic Review, Elsevier, vol. 10(2), pages 125-139.
RePEc:bla:jfinan:v:59:y:2004:i:4:p:1931-1932 is not listed on IDEAS
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (8) 1999-05-17 1999-08-27 2000-07-11 2000-07-11 2000-10-23 2000-10-23 2001-08-30 2001-08-30. Author is listed
- NEP-FMK: Financial Markets (8) 2001-08-30 2001-09-10 2003-03-14 2009-02-28 2009-03-14 2015-09-11 2021-07-26 2023-07-17. Author is listed
- NEP-ECM: Econometrics (5) 1999-05-17 2007-01-23 2007-02-24 2008-02-16 2012-07-29. Author is listed
- NEP-ENV: Environmental Economics (5) 2020-01-13 2020-08-10 2020-10-05 2021-07-12 2023-07-17. Author is listed
- NEP-RMG: Risk Management (4) 2003-03-14 2009-03-14 2018-01-22 2019-04-29
- NEP-CFN: Corporate Finance (3) 2003-03-14 2011-04-09 2014-05-17
- NEP-ENE: Energy Economics (2) 2021-07-12 2023-07-17
- NEP-BAN: Banking (1) 2023-07-17
- NEP-BEC: Business Economics (1) 2014-02-15
- NEP-CNA: China (1) 2018-05-07
- NEP-HIS: Business, Economic and Financial History (1) 2019-04-29
- NEP-HRM: Human Capital and Human Resource Management (1) 2014-02-15
- NEP-IFN: International Finance (1) 2017-10-01
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2014-02-15
- NEP-RES: Resource Economics (1) 2020-10-05
- NEP-SOG: Sociology of Economics (1) 2014-02-15
- NEP-TRA: Transition Economics (1) 2018-05-07
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