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 is designed to acquaint the student with the concepts of portfolio analysis in the general area of institutional investment management. The course discusses principles for managing financial assets. These principles apply, for example, to managing corporate pension funds, bank-administered trusts, and other institutional funds. Students will learn how to establish appropriate investment objectives, develop optimal portfolio strategies, estimate risk-return tradeoffs, and evaluate investment performance. Many of the latest quantitative approaches are discussed.

    FNCE205001  ( Syllabus

    FNCE205002  ( Syllabus

  • FNCE720 - Investment Management

    This course is designed to acquaint the student with the concepts of portfolio analysis in the general area of institutional investment management. The course discusses principles for managing financial assets. These principles apply, for example, to managing corporate pension funds, bank-administered trusts, and other institutional funds. Students will learn how to establish appropriate investment objectives, develop optimal portfolio strategies, estimate risk-return tradeoffs, and evaluate investment performance. Many of the latest quantitative approaches are discussed.

    FNCE720001  ( Syllabus