Rob Stambaugh

发表

Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability

Dimitri Vayanos, D. Avramov, Anthony W Lynch, 2022 .

Anderson Graduate School of Management – Finance Uc Los Angeles Title: Dynamic Portfolio Selection by Augmenting the Asset Space Dynamic Portfolio Selection by Augmenting the Asset Space *

Pedro Santa-Clara, Michael W. Brandt, Luis M. Viceira, 2022 .

Stock Return Predictability: Is It There? *

Sydney C. Ludvigson, M. Lettau, M. Statman, 2004 .

On the Relationship Between the Conditional Mean and Volatility of Stock Returns : A Latent VAR Approach ∗

Michael W. Brandt, Sydney C. Ludvigson, L. Kogan, 2002 .

Durability of Output and Expected Stock Returns Durability of Output and Expected Stock Returns *

Moto Yogo, Rob Stambaugh, James Choi, 2022 .

Durability of Output and Expected Stock Returns Durability of Output and Expected Stock Returns *

Moto Yogo, Rob Stambaugh, James Choi, 2022 .

Durability of Output and Expected Stock Returns Accessed Terms of Use Detailed Terms Durability of Output and Expected Stock Returns

Monika Piazzesi, Selale Tuzel, Xiaoji Lin, 2022 .

Consumption, Dividends, and the Cross Section of Equity Returns I. Asset Returns and Cash Flow Betas Ii. Data A. Cash Flows and Factors Summary Statistics: Portfolio Returns

M. Lettau, Robert F. Dittmar, George Tauchen, 2005 .

Consumption, Dividends, and the Cross-section of Equity Returns Consumption, Dividends, and the Cross-section of Equity Returns

M. Lettau, Robert F. Dittmar, George Tauchen, 2004 .