Miller Anderson & Sherrerd Professor of Finance
The Wharton School
Robert Stambaugh is Miller Anderson & Sherrerd Professor of Finance at the Wharton School of the University of Pennsylvania. He is a Fellow and former President of the American Finance Association, a Fellow of the Financial Management Association, and a Research Associate of the National Bureau of Economic Research. He has been the editor of The Journal of Finance, an editor of the Review of Financial Studies, an associate editor of those journals as well as Journal of Financial Economics, and a member of the first editorial committee of Annual Review of Financial Economics. Stambaugh has published articles on topics including return predictability, asset pricing tests, portfolio choice, parameter uncertainty, liquidity risk, volatility, performance evaluation, and investor sentiment. His research awards include a Smith-Breeden first prize for an article in The Journal of Finance as well as three Fama-DFA second prizes for articles in Journal of Financial Economics. Before joining Wharton in 1988, he was Professor of Finance at the University of Chicago, where he received his Ph.D. in 1981. Stambaugh visited Harvard University as a Marvin Bower Fellow in 1997-98.