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Korajczyk, Robert A.


 SSRN Author Rank: 513 by Downloads
 Harry G. Guthmann Distinguished Professor of Finance
 

Northwestern University - Kellogg School of Management


 2001 Sheridan Road
 Evanston, IL 60208
 United States
 847-491-8336 (Phone)
 847-491-5719 (Fax)
 email address

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. Korajczyk, Robert A.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
25,516
Total
Citations
1,190
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
28 Mar 02
Last Revised:
21 Jan 05
3,648
(1,308)
116

2.   Incl. Electronic Paper
Heston, Steven L.
University of Maryland - Department of Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
17 Jun 09
Last Revised:
27 May 10
3,574
(1,371)
25

3.   Incl. Electronic Paper
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Levy, Amnon
Moody's KMV
Posted:
04 Mar 02
Last Revised:
14 Mar 03
2,353
(2,914)
123

4.  
Factor Models of Asset Returns | Show Abstract | Download This Paper |
ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Rama Cont, ed., Chicester: Wiley, 2010.
Number of Pages in PDF File: 10
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
26 Oct 07
Last Revised:
17 Nov 11
2,185
(3,297)
19

5.   Incl. Electronic Paper
Breen, William
Northwestern University - Kellogg School of Management
Hodrick, Laurie Simon
Columbia Business School - Finance and Economics
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
09 Jan 01
Last Revised:
23 Jul 11
1,410
(7,073)
40

6.  
Factor Models in Portfolio and Asset Pricing Theory | Show Abstract | Download This Paper |
HANDBOOK OF PORTFOLIO CONSTRUCTION : CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUES, pp, 401-418, John Guerard, ed., London: Springer, 2010.
Number of Pages in PDF File: 22
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
30 May 08
Last Revised:
20 Nov 11
1,395
(7,197)
3

7.   Incl. Electronic Paper
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
11 May 06
Last Revised:
15 Jan 08
1,323
(7,849)
94

8.   Incl. Electronic Paper
Heston, Steven L.
University of Maryland - Department of Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Sadka, Ronnie
Boston College - Carroll School of Management
Thorson, Lewis D.
University of Washington - Foster School of Business
Posted:
05 Jun 10
Last Revised:
13 Apr 11
1,305
(8,024)
1

9.  
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns | Show Abstract | Download This Paper |
Handbooks in Operations Research and Management Science, Vol. 9
Number of Pages in PDF File: 88
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
02 Aug 09
926
(13,900)
17

10.  
The Determinants of Equity Illiquidity | Show Abstract | Download This Paper |
Working Paper No. 205
Number of Pages in PDF File: 38
Breen, William
Northwestern University - Kellogg School of Management
Hodrick, Laurie Simon
Columbia Business School - Finance and Economics
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
15 Apr 99
831
(16,423)
2

11.   Incl. Electronic Paper
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
15 Nov 04
Last Revised:
07 Jul 06
794
(17,540)
29

12.   Incl. Electronic Paper
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Linton, Oliver B.
University of Cambridge
Posted:
03 Nov 02
Last Revised:
03 May 06
689
(21,515)
8

13.  
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Uhlaner, Robert T.
McKinsey & Co. Inc. - San Francisco Office
Posted:
23 Oct 03
Last Revised:
28 Apr 09
533
(30,667)
2

14.  
Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis | Show Abstract | Download This Paper |
Journal of Financial Economics (JFE), Vol. 15, No. 3, 1986
Number of Pages in PDF File: 38
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
26 Aug 11
506
(32,847)
89

15.  
Assessing the Market Timing Performance of Managed Portfolios | Show Abstract | Download This Paper |
Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
Number of Pages in PDF File: 31
Jagannathan, Ravi
Northwestern University - Kellogg School of Management
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
21 Oct 11
Last Revised:
03 May 12
436
(39,774)
93

16.   Incl. Electronic Paper
Kamara, Avraham
University of Washington - Michael G. Foster School of Business
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Lou, Xiaoxia
University of Delaware - Alfred Lerner College of Business and Economics
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
14 Jul 12
Last Revised:
17 Apr 15
400
(44,250)
 

17.  
Risk and Return in an Equilibrium Apt: Application of a New Test Methodology | Show Abstract | Download This Paper |
Journal of Financial Economics (JFE), Vol. 21, No. 2, 1988
Number of Pages in PDF File: 64
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
27 Aug 11
394
(45,036)
93

18.  
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Uhlaner, Robert T.
McKinsey & Co. Inc. - San Francisco Office
Posted:
21 Aug 09
Last Revised:
15 Feb 14
308
(60,519)
1

19.  
Risk Management in Asset Management | Show Abstract | Download This Paper |
The Growth of Risk Management: A History, 2003
Number of Pages in PDF File: 17
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
30 Jul 09
255
(74,420)
 

20.  
Introduction to Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics | Show Abstract | Download This Paper |
ASSET PRICING AND PORTFOLIO PERFORMANCE: MODELS, STRATEGY, AND PERFORMANCE METRICS, London, UK: Risk Books, 1999
Number of Pages in PDF File: 46
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
07 Jan 10
247
(77,061)
 

21.  
A Test for the Number of Factors in an Approximate Factor Model | Show Abstract | Download This Paper |
Journal of Finance, Vol. 48, pp. 1263-1291, September 1993
Number of Pages in PDF File: 47
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Posted:
24 Jan 07
Last Revised:
21 Aug 09
202
(94,794)
73

22.  
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
02 May 13
Last Revised:
31 Dec 13
193
(99,046)
 

23.  
The Pricing of Forward Contracts for Foreign Exchange | Show Abstract | Download This Paper |
Journal of Political Economy, Vol. 93, No. 2, 1985
Number of Pages in PDF File: 44
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
29 Sep 11
152
(122,985)
6

24.  
The CAPM Controversy: Policy and Strategy Implications for Investment Management: An Overview | Show Abstract | Download This Paper |
'CAPM Controversy: Policy and Strategy Implications for Investment Management' Conference, Charlottesville, October 1993
Number of Pages in PDF File: 10
Harrington, Diana
affiliation not provided to SSRN
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
17 Dec 09
150
(124,444)
 

25.  
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
18 Sep 08
142
(130,342)
17

26.  
Market Timing | Show Abstract | Download This Paper |
Number of Pages in PDF File: 27
Jagannathan, Ravi
Northwestern University - Kellogg School of Management
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
02 Nov 14
Last Revised:
10 Feb 15
132
(138,508)
 

27.  
Cai, Jun
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Ho, Richard
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Zhang, Zheng
Peking University - Department of Finance, Guanghua School of Management
Posted:
04 Oct 10
Last Revised:
16 Aug 13
130
(140,207)
 

28.  
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance | Show Abstract | Download This Paper |
Review of Financial Studies, Vol. 15, No. 2, pp. 353-361, 2002
Number of Pages in PDF File: 15
Heaton, John
University of Chicago - Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
14 Apr 05
Last Revised:
16 Dec 09
129
(141,034)
 

29.   Incl. Electronic Paper
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Lucas, Deborah J.
Northwestern University - Kellogg School of Management
McDonald, Robert L.
Northwestern University - Kellogg School of Management
Posted:
08 Jan 08
Last Revised:
21 Oct 11
125
(144,562)
40

30.  
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Murphy, Dermot
University of Illinois at Chicago - Department of Finance
Posted:
28 Feb 15
Last Revised:
10 Mar 15
115
(153,995)
 

31.  
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? | Show Abstract | Download This Paper |
Journal of Business, Vol. 68, No. 3, July 1995
Number of Pages in PDF File: 80
Ferson, Wayne E.
University of Southern California
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
10 Oct 98
Last Revised:
11 Apr 10
110
(159,106)
64

32.  
Equity Issues with Time-Varying Asymmetric Information | Show Abstract | Download This Paper |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 27, No. 3, 1992
Number of Pages in PDF File: 32
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Lucas, Deborah J.
Northwestern University - Kellogg School of Management
McDonald, Robert L.
Northwestern University - Kellogg School of Management
Posted:
22 Oct 11
103
(166,852)
50

33.  
The Effect of Information Releases on the Pricing and Timing of Equity Issues | Show Abstract | Download This Paper |
Review of Financial Studies, Vol. 4, No. 4, pp. 685-708, 1991
Number of Pages in PDF File: 34
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Lucas, Deborah J.
Northwestern University - Kellogg School of Management
McDonald, Robert L.
Northwestern University - Kellogg School of Management
Posted:
03 Nov 11
74
(205,945)
86

34.  
Chen, Zhuo
Tsinghua University - PBC School of Finance
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
18 Jan 14
Last Revised:
11 Nov 14
58
(234,671)
 

35.  
The Attributes, Behavior, and Performance of U.S. Mutual Funds | Show Abstract | Download This Paper |
Review of Quantitative Finance and Accounting, Vol. 1, No. 1, pp. 5-26, 1990
Number of Pages in PDF File: 38
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
25 Oct 11
52
(247,176)
21

36.  
An Empirical Investigation of International Asset Pricing | Show Abstract | Download This Paper |
Review of Financial Studies, Vol. 2, No. 4, pp. 553-585, 1989
Number of Pages in PDF File: 71
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Viallet, Claude
INSEAD
Posted:
25 Oct 11
41
(273,107)
53

37.  
An Intertemporal Equilibrium Beta Pricing Model | Show Abstract | Download This Paper |
Review of Financial Studies, Vol 2, No. 3, pp. 373-392, 1989
Number of Pages in PDF File: 33
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
24 Oct 11
41
(273,107)
12

38.  
Equity Risk Premia and the Pricing of Foreign Exchange Risk | Show Abstract | Download This Paper |
Journal of International Economics, Vol. 33, Nos. 3-4, 1992
Number of Pages in PDF File: 34
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Viallet, Claude
INSEAD
Posted:
13 Oct 11
33
(295,556)
12

39.  
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
McDonald, Robert L.
Northwestern University - Kellogg School of Management
Lucas, Deborah J.
Northwestern University - Kellogg School of Management
Posted:
29 Mar 10
22
(336,090)
1


Records 1 - 39 of 39 matches
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