Concepedia

Robert Cumby

RC

49

Publications

4.6K

Citations

31

H-Index

1981

Active since

Affiliations

Georgetown University(Current)

New York University

National Bureau of Economic Research

Federal Reserve Board of Governors

Federal Reserve

Robert Cumby is an author at Georgetown University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsMacroeconomicsGlobal FinanceMonetary PolicyExchange RateFinancial EconomicsEconomic AnalysisFiscal Policy

Publications per year

1981–2017

49

Publications

49

Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries

Matthew B. Canzoneri, Robert Cumby, Behzad Diba · Journal of International Economics · 1999 · 434 citations

Evaluating the Performance of International Mutual Funds

Robert Cumby, Jack Glen · The Journal of Finance · 1990 · 406 citations

International Investment, Asset Allocation, Portfolio Management +16

Estimation of the Optimal Futures Hedge

Stephen G. Cecchetti, Robert Cumby, Stephen Figlewski · The Review of Economics and Statistics · 1988 · 403 citations

Mathematical Programming, Standard Approaches, Portfolio Optimization +11

Two-step two-stage least squares estimation in models with rational expectations

Robert Cumby, John Huizinga, Maurice Obstfeld · Journal of Econometrics · 1983 · 272 citations

Economics, Parameter Estimation, Engineering +9

Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

Robert Cumby, John Huizinga · Econometrica · 1992 · 257 citations

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