Photo of Robert F. Stambaugh

Robert F. Stambaugh

Miller Anderson & Sherrerd Professor of Finance

Research Interests: asset pricing, investments, econometrics

Links: CV, Personal Website


  • FNCE205 - Investment Management

    This course studies the concepts and evidence relevant to the management of investment portfolios. Topics include diversification, asset allocation, portfolio optimization, factor models, the relation between risk and return, trading, passive (e.g., index-fund) and active (e.g., hedge-fund, long-short) strategies, mutual funds, performance evaluation, long-horizon investing and simulation. The course deals very little with individual security valuation and discretionary investing (i.e., "equity research" or "stock picking").

    FNCE205001  ( Syllabus

    FNCE205002  ( Syllabus

  • FNCE720 - Investment Management

    This course studies the concepts and evidence relevant to the management of investment portfolios. Topics include diversification, asset allocation, portfolio optimization, factor models, the relation between risk and return, trading, passive (e.g., index-fund) and active (e.g., hedge-fund, long-short) strategies, mutual funds, perfermance evaluation, long-horizon investing and simulation. The course deals very little with individual security valuation and discretionary investing (i.e., "equity research" or "stock picking").

    FNCE720001  ( Syllabus