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Predictive regressions
Stambaugh, Robert F. - In: Journal of financial economics 54 (1999) 3, pp. 375-421
Persistent link: https://www.econbiz.de/10001429025
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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - In: Journal of financial economics 45 (1997) 3, pp. 285-331
Persistent link: https://www.econbiz.de/10001229284
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The information in forward rates : implications for models of the term structure
Stambaugh, Robert F. - In: Journal of financial economics 1 (1988), pp. 41-70
Persistent link: https://www.econbiz.de/10001051360
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Arbitrage pricing with information
Stambaugh, Robert F. - In: Journal of financial economics 12 (1983) 3, pp. 357-369
Persistent link: https://www.econbiz.de/10002873834
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On the exclusion of assets from tests of the two-parameter model : a sensitivity analysis
Stambaugh, Robert F. - In: Journal of financial economics 10 (1982) 3, pp. 237-268
Persistent link: https://www.econbiz.de/10002873841
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Investing in equity mutual funds
Pástor, Lubos; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 351-380
Persistent link: https://www.econbiz.de/10006510043
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Mutual fund performance and seemingly unrelated assets
Pástor, Lubos; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-350
Persistent link: https://www.econbiz.de/10006510044
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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - In: Journal of financial economics 45 (1997) 3, pp. 285-332
Persistent link: https://www.econbiz.de/10006525229
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Comparing asset pricing models : an investment perspective
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 56 (2000) 3, pp. 335-381
Persistent link: https://www.econbiz.de/10001483301
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Predicting returns in the stock and bond markets
Keim, Donald B. - In: Journal of financial economics 17 (1986) 2, pp. 357-390
Persistent link: https://www.econbiz.de/10001015031