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Robert F. Stambaugh is an American economist, who specializes in econometrics and finance.
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Robert F. Stambaugh is an American economist, who specializes in econometrics and finance.
Stambaugh graduated from the University of Chicago in 1981.
Stambaugh served as the editor of the Journal of Finance from July 2003 to June 2006 after which he returned to spending most of his time on research and teaching. His research focuses on empirical asset pricing, and he often uses Bayesian analysis in his papers. He was the president of American Finance Association.
He is the Miller Anderson & Sherrerd Professor of Finance at the Wharton School, University of Pennsylvania. [1]
He received the 2021 Fama–DFA Prize for best paper in the Journal of Financial Economics. [2]
Myron Samuel Scholes is a Canadian-American financial economist. Scholes is the Frank E. Buck Professor of Finance, Emeritus, at the Stanford Graduate School of Business, Nobel Laureate in Economic Sciences, and co-originator of the Black–Scholes options pricing model. Scholes is currently the chairman of the Board of Economic Advisers of Stamos Capital Partners. Previously he served as the chairman of Platinum Grove Asset Management and on the Dimensional Fund Advisors board of directors, American Century Mutual Fund board of directors and the Cutwater Advisory Board. He was a principal and limited partner at Long-Term Capital Management and a managing director at Salomon Brothers. Other positions Scholes held include the Edward Eagle Brown Professor of Finance at the University of Chicago, senior research fellow at the Hoover Institution, director of the Center for Research in Security Prices, and professor of finance at MIT's Sloan School of Management. Scholes earned his PhD at the University of Chicago.
Eugene Francis "Gene" Fama is an American economist, best known for his empirical work on portfolio theory, asset pricing, and the efficient-market hypothesis.
The Journal of Financial Economics is a peer-reviewed academic journal published by Elsevier, covering the field of finance. It is considered to be one of the premier finance journals. According to the Journal Citation Reports, the journal has a 2020 impact factor of 6.988. The journal was founded by Michael C. Jensen, Eugene Fama, and Robert C. Merton in 1974.
A market anomaly in a financial market is predictability that seems to be inconsistent with theories of asset prices. Standard theories include the capital asset pricing model and the Fama-French Three Factor Model, but a lack of agreement among academics about the proper theory leads many to refer to anomalies without a reference to a benchmark theory. Indeed, many academics simply refer to anomalies as "return predictors", avoiding the problem of defining a benchmark theory.
The American Finance Association (AFA) is an academic organization whose focus is the study and promotion of knowledge of financial economics. It was formed in 1939. Its main publication, the Journal of Finance, was first published in 1946.
Kenneth Ronald "Ken" French is the Roth Family Distinguished Professor of Finance at the Tuck School of Business, Dartmouth College. He has previously been a faculty member at MIT, the Yale School of Management, and the University of Chicago Booth School of Business. He is most famous for his work on asset pricing with Eugene Fama. They wrote a series of papers that cast doubt on the validity of the Capital Asset Pricing Model (CAPM), which posits that a stock's beta alone should explain its average return. These papers describe two factors above and beyond a stock's market beta which can explain differences in stock returns: market capitalization and "value". They also offer evidence that a variety of patterns in average returns, often labeled as "anomalies" in past work, can be explained with their Fama–French three-factor model.
Michael Cole "Mike" Jensen is an American economist who works in the area of financial economics. Between 2000 and 2009 he worked for the Monitor Company Group, a strategy-consulting firm which became "Monitor Deloitte" in 2013. He holds the position of Jesse Isidor Straus Professor of Business Administration, Emeritus, at Harvard University.
The Journal of Finance is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association. It was established in 1946 and was, by a 2005 study, considered to be one of the premier finance journals. The editor-in-chief is Antoinette Schoar. According to the Journal Citation Reports, the journal has a 2021 impact factor of 7.870, ranking it 6th out of 111 journals in the category "Business, Finance" and 16th out of 381 journals in the category "Economics".
The Jensen Prize is an annual prize given to authors with the best corporate finance and organizations research papers published in the Journal of Financial Economics. The award is named after Michael Jensen, a co-founding advisory editor of the journal.
The Fama–DFA Prize is an annual prize given to authors with the best capital markets and asset pricing research papers published in the Journal of Financial Economics. The award is named after Eugene Fama, who is a co-founding advisory editor of the journal, a financial economist who helped to develop the efficient-market hypothesis and random walk hypothesis in asset pricing, a 2013 Nobel laureate in Economics, a professor of finance at the Booth School of Business at the University of Chicago, and a research director for Dimensional Fund Advisors and the Center for Research in Securities Prices. The prize is also named for the investment advisory firm, Dimensional Fund Advisors.
The Deutsche Bank Prize in Financial Economics honors renowned researchers who have made influential contributions to the fields of finance and money and macroeconomics, and whose work has led to practical and policy-relevant results. It was awarded biannually from 2005 to 2015 by the Center for Financial Studies (CFS), in partnership with Goethe University Frankfurt, and is sponsored by Deutsche Bank Donation Fund. The award carried an endowment of €50,000, which was donated by the Stiftungsfonds Deutsche Bank im Stifterverband für die Deutsche Wissenschaft.
Raymond J. (Ray) Ball is a researcher and educator in accounting and financial economics. He is the Sidney Davidson Distinguished Service Professor of Accounting in the University of Chicago’s Booth School of Business. He has published foundational research on the economics of financial reporting and financial markets.
Campbell Russell "Cam" Harvey is a Canadian economist, known for his work on asset allocation with changing risk and risk premiums and the problem of separating luck from skill in investment management. He is currently the J. Paul Sticht Professor of International Business at Duke University's Fuqua School of Business in Durham, North Carolina, as well as a research associate with the National Bureau of Economic Research in Cambridge, Massachusetts. He is also a research associate with the Institute of International Integration Studies at Trinity College Dublin and a visiting researcher at the University of Oxford. He served as the 2016 president of the American Finance Association.
Jeremy Chaim Stein is an American macroeconomist and the Moise Y. Safra Professor of Economics at Harvard University; he also chaired Harvard's economics department. He served as a member of the Federal Reserve Board of Governors from 2012 to 2014. Stein works as an investment industry consultant and served as president of the American Finance Association in 2008.
Craig Woodworth Holden was the Finance Department Chair and Gregg T. and Judith A. Summerville Chair of Finance at the Kelley School of Business at Indiana University. His research focused on market microstructure. He was secretary-treasurer of the Society for Financial Studies. He was an associate editor of the Journal of Financial Markets. His M.B.A. and Ph.D. were from the Anderson School of Management at UCLA. He received the Fama-DFA Prize for the second best paper in capital markets published in the Journal of Financial Economics in 2009, the Spangler-IQAM Award for the best investments paper published in the Review of Finance in 2017-2018, and the Philip Brown Prize for the best paper published in 2017 using SIRCA data. His research has been cited more than 4,300 times. He has written two books on financial modeling in Excel: Excel Modeling in Investments and Excel Modeling in Corporate Finance. He has chaired 22 dissertations, been a member or chair of 62 dissertations, and serves on the program committees of the Western Finance Association and European Finance Association.
Avanidhar Subrahmanyam is a professor and named chair at the University of California Los Angeles. He is an expert in stock market activity and behavioral finance, and has published a number of papers on financial markets.
Stefan Nagel is a German-American financial economist and the Fama Family Professor of Finance at the University of Chicago Booth School of Business. He is also a research associate at the National Bureau of Economic Research and a research fellow at the Centre of Economic Policy Research. After completing a degree at the University of Trier, Nagel earned his PhD at London Business School. Prior to joining the University of Chicago faculty, he previously taught at the Stanford Graduate School of Business and the University of Michigan Ross School of Business.
Lubos Pastor is a Slovakian-American financial economist, currently the Charles P. McQuaid Professor of Finance and Robert King Steel Faculty Fellow at Booth School of Business, University of Chicago. He earned his Ph.D. in finance from the Wharton School at the University of Pennsylvania.
Pietro Veronesi is the Chicago Board of Trade Professor of Finance at the University of Chicago, Booth School of Business. He is also a research associate of the National Bureau of Economic Research and a research fellow of the Center for Economic and Policy Research. Additionally, he is a former director of the American Finance Association and co-editor of the Review of Financial Studies.
Ilya A. Strebulaev is a Russian-born American financial economist, researcher, author, and speaker with expertise in venture capital, startups, and corporate innovation. He has been a Professor at the Stanford Graduate School of Business since 2004. He is known for actively sharing his research and teaching insights on LinkedIn and other social media platforms.
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