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Korajczyk, Robert A.


 SSRN Author Rank: 502 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
24,387
Total
Citations
1,187
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
3,637
(1,225)
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
3,447
(1,341)
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
2,309
(2,774)
123

4.  
Factor Models of Asset Returns | Show Abstract | Download |
ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Rama Cont, ed., Chicester: Wiley, 2010.
Accepted Paper Series
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
2,101
(3,256)
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
1,381
(6,728)
40

6.  
Factor Models in Portfolio and Asset Pricing Theory | Show Abstract | Download |
HANDBOOK OF PORTFOLIO CONSTRUCTION : CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUES, pp, 401-418, John Guerard, ed., London: Springer, 2010.
Accepted Paper Series
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
1,349
(6,998)
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
1,293
(7,518)
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
1,275
(7,674)
1

9.  
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns | Show Abstract | Download |
Handbooks in Operations Research and Management Science, Vol. 9
Accepted Paper Series
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
871
(14,080)
17

10.  
The Determinants of Equity Illiquidity | Show Abstract | Download |
Working Paper No. 205
Working Paper Series
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
826
(15,295)
2

11.   Incl. Electronic Paper
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
15 Nov 04
Last Revised:
07 Jul 06
782
(16,597)
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
685
(20,063)
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
531
(28,577)
2

14.  
Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis | Show Abstract | Download |
Journal of Financial Economics (JFE), Vol. 15, No. 3, 1986
Accepted Paper Series
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
454
(35,186)
89

15.  
Assessing the Market Timing Performance of Managed Portfolios | Show Abstract | Download |
Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
Accepted Paper Series
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
380
(43,731)
93

16.  
Risk and Return in an Equilibrium Apt: Application of a New Test Methodology | Show Abstract | Download |
Journal of Financial Economics (JFE), Vol. 21, No. 2, 1988
Accepted Paper Series
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
341
(49,836)
93

17.   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:
01 Oct 14
336
(50,743)
 

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
289
(60,507)
1

19.  
Risk Management in Asset Management | Show Abstract | Download |
The Growth of Risk Management: A History, 2003
Accepted Paper Series
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
249
(71,209)
 

20.  
Introduction to Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics | Show Abstract | Download |
ASSET PRICING AND PORTFOLIO PERFORMANCE: MODELS, STRATEGY, AND PERFORMANCE METRICS, London, UK: Risk Books, 1999
Accepted Paper Series
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
07 Jan 10
243
(73,143)
 

21.  
A Test for the Number of Factors in an Approximate Factor Model | Show Abstract | Download |
Journal of Finance, Vol. 48, pp. 1263-1291, September 1993
Accepted Paper Series
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
186
(95,797)
74

22.  
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
02 May 13
Last Revised:
31 Dec 13
169
(104,609)
 

23.  
The CAPM Controversy: Policy and Strategy Implications for Investment Management: An Overview | Show Abstract | Download |
'CAPM Controversy: Policy and Strategy Implications for Investment Management' Conference, Charlottesville, October 1993
Accepted Paper Series
Harrington, Diana
affiliation not provided to SSRN
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
17 Dec 09
146
(119,126)
 

24.  
The Pricing of Forward Contracts for Foreign Exchange | Show Abstract | Download |
Journal of Political Economy, Vol. 93, No. 2, 1985
Accepted Paper Series
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
29 Sep 11
143
(121,293)
6

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
137
(125,816)
16

26.  
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
124
(136,274)
 

27.   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
122
(138,036)
40

28.  
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance | Show Abstract | Download |
Review of Financial Studies, Vol. 15, No. 2, pp. 353-361, 2002
Accepted Paper Series
Heaton, John
University of Chicago - Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
14 Apr 05
Last Revised:
16 Dec 09
119
(141,528)
 

29.  
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? | Show Abstract | Download |
Journal of Business, Vol. 68, No. 3, July 1995
Accepted Paper Series
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
105
(154,298)
65

30.  
Equity Issues with Time-Varying Asymmetric Information | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 27, No. 3, 1992
Accepted Paper Series
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
84
(178,937)
49

31.  
The Effect of Information Releases on the Pricing and Timing of Equity Issues | Show Abstract | Download |
Review of Financial Studies, Vol. 4, No. 4, pp. 685-708, 1991
Accepted Paper Series
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
51
(233,977)
86

32.  
The Attributes, Behavior, and Performance of U.S. Mutual Funds | Show Abstract | Download |
Review of Quantitative Finance and Accounting, Vol. 1, No. 1, pp. 5-26, 1990
Accepted Paper Series
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
50
(236,047)
21

33.  
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 Sep 14
45
(246,989)
 

34.  
An Empirical Investigation of International Asset Pricing | Show Abstract | Download |
Review of Financial Studies, Vol. 2, No. 4, pp. 553-585, 1989
Accepted Paper Series
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Viallet, Claude
INSEAD
Posted:
25 Oct 11
38
(263,585)
52

35.  
An Intertemporal Equilibrium Beta Pricing Model | Show Abstract | Download |
Review of Financial Studies, Vol 2, No. 3, pp. 373-392, 1989
Accepted Paper Series
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
38
(263,585)
13

36.  
Equity Risk Premia and the Pricing of Foreign Exchange Risk | Show Abstract | Download |
Journal of International Economics, Vol. 33, Nos. 3-4, 1992
Accepted Paper Series
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Viallet, Claude
INSEAD
Posted:
13 Oct 11
31
(283,080)
12

37.  
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
20
(323,797)
1


Records 1 - 37 of 37 matches
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