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Robert A. Korajczyk

SSRN Author Rank: 538 by Downloads and 380 by Citations

 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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. Robert A. Korajczyk's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
28,989
Total
Citations
1,149
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
Heston, Steven L.
University of Maryland - Department of Finance
Korajczyk, Robert A.
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
17 Jun 09
Last Revised:
27 May 10
3,985
(1,487)
22

2.   Incl. Electronic Paper
Korajczyk, Robert A.
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
28 Mar 02
Last Revised:
21 Jan 05
3,687
(1,706)
114

3.   Incl. Electronic Paper
Korajczyk, Robert A.
Levy, Amnon
Moody's KMV
Posted:
04 Mar 02
Last Revised:
14 Mar 03
2,464
(3,519)
120

4.  
Factor Models of Asset Returns | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
26 Oct 07
Last Revised:
17 Nov 11
2,250
(3,691)
19

5.   Incl. Electronic Paper
Breen, William
Hodrick, Laurie Simon
Columbia Business School - Finance and Economics
Korajczyk, Robert A.
Posted:
09 Jan 01
Last Revised:
23 Jul 11
1,472
(8,541)
39

6.  
Factor Models in Portfolio and Asset Pricing Theory | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
30 May 08
Last Revised:
20 Nov 11
1,443
(7,809)
3

7.   Incl. Electronic Paper
Heston, Steven L.
University of Maryland - Department of Finance
Korajczyk, Robert A.
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
1,428
(8,971)
1

8.   Incl. Electronic Paper
Korajczyk, Robert A.
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
11 May 06
Last Revised:
15 Jan 08
1,408
(9,173)
83

9.  
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
02 Aug 09
996
(12,570)
17

10.   Incl. Electronic Paper
Korajczyk, Robert A.
Posted:
07 Jul 06
Last Revised:
20 Apr 16
836
(20,578)
27

11.  
Breen, William
Hodrick, Laurie Simon
Columbia Business School - Finance and Economics
Korajczyk, Robert A.
Posted:
15 Apr 99
835
(20,205)
2

12.   Incl. Electronic Paper
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Linton, Oliver B.
University of Cambridge
Posted:
03 Nov 02
Last Revised:
03 May 06
693
(26,964)
8

13.   Incl. Electronic Paper
Kamara, Avraham
University of Washington - Michael G. Foster School of Business
Korajczyk, Robert A.
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
680
(27,676)
 

14.  
Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
26 Aug 11
543
(27,733)
87

15.  
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Uhlaner, Robert T.
McKinsey & Co. Inc. - San Francisco Office
Posted:
23 Oct 03
Last Revised:
28 Apr 09
540
(36,913)
2

16.  
Assessing the Market Timing Performance of Managed Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
Number of Pages in PDF File: 31
Jagannathan, Ravi
Korajczyk, Robert A.
Posted:
21 Oct 11
Last Revised:
03 May 12
481
(29,058)
88

17.  
Risk and Return in an Equilibrium Apt: Application of a New Test Methodology | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
27 Aug 11
428
(37,540)
89

18.  
Korajczyk, Robert A.
Murphy, Dermot
University of Illinois at Chicago - Department of Finance
Posted:
28 Feb 15
Last Revised:
25 May 16
353
(33,461)
 

19.  
A Synthesis of Two Factor Estimation Methods | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, No. 4, 2015
Number of Pages in PDF File: 42
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Uhlaner, Robert T.
McKinsey & Co. Inc. - San Francisco Office
Posted:
21 Aug 09
Last Revised:
14 Nov 15
321
(59,026)
1

20.  
Risk Management in Asset Management | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
30 Jul 09
262
(84,478)
 

21.  
Introduction to Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
07 Jan 10
250
(83,106)
 

22.  
A Test for the Number of Factors in an Approximate Factor Model | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Vol. 48, pp. 1263-1291, September 1993
Number of Pages in PDF File: 47
Korajczyk, Robert A.
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Posted:
24 Jan 07
Last Revised:
21 Aug 09
214
(94,719)
70

23.  
Korajczyk, Robert A.
Posted:
02 May 13
Last Revised:
31 Dec 13
209
(90,063)
 

24.  
Market Timing | Show Abstract | Download This Paper | Open PDF in Browser |
Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, edited by John Guerard, Jr., Springer International Publishers, 2017 Forthcoming
Number of Pages in PDF File: 27
Jagannathan, Ravi
Korajczyk, Robert A.
Posted:
02 Nov 14
Last Revised:
06 Oct 16
169
(99,756)
 

25.  
The Pricing of Forward Contracts for Foreign Exchange | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Political Economy, Vol. 93, No. 2, 1985
Number of Pages in PDF File: 44
Korajczyk, Robert A.
Posted:
29 Sep 11
159
(126,361)
7

26.  
The CAPM Controversy: Policy and Strategy Implications for Investment Management: An Overview | Show Abstract | Download This Paper | Open PDF in Browser |
'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.
Posted:
17 Dec 09
156
(134,462)
 

27.  
Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Korajczyk, Robert A.
Posted:
18 Sep 08
149
(138,759)
15

28.   Incl. Electronic Paper
Korajczyk, Robert A.
Lucas, Deborah J.
McDonald, Robert L.
Posted:
08 Jan 08
Last Revised:
21 Oct 11
138
(162,322)
40

29.  
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.
Zhang, Zheng
Peking University - Department of Finance, Guanghua School of Management
Posted:
04 Oct 10
Last Revised:
16 Aug 13
132
(154,986)
 

30.  
Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
14 Apr 05
Last Revised:
16 Dec 09
132
(156,769)
 

31.  
Equity Issues with Time-Varying Asymmetric Information | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 27, No. 3, 1992
Number of Pages in PDF File: 32
Korajczyk, Robert A.
Lucas, Deborah J.
McDonald, Robert L.
Posted:
22 Oct 11
114
(148,902)
48

32.  
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
10 Oct 98
Last Revised:
11 Apr 10
112
(183,188)
65

33.  
The Effect of Information Releases on the Pricing and Timing of Equity Issues | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies, Vol. 4, No. 4, pp. 685-708, 1991
Number of Pages in PDF File: 34
Korajczyk, Robert A.
Lucas, Deborah J.
McDonald, Robert L.
Posted:
03 Nov 11
80
(212,138)
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.
Posted:
18 Jan 14
Last Revised:
29 Nov 16
64
(180,848)
 

35.  
The Attributes, Behavior, and Performance of U.S. Mutual Funds | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
25 Oct 11
55
(269,775)
20

36.  
An Empirical Investigation of International Asset Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies, Vol. 2, No. 4, pp. 553-585, 1989
Number of Pages in PDF File: 71
Korajczyk, Robert A.
Viallet, Claude
INSEAD
Posted:
25 Oct 11
42
(269,775)
51

37.  
An Intertemporal Equilibrium Beta Pricing Model | Show Abstract | Download This Paper | Open PDF in Browser |
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.
Posted:
24 Oct 11
41
(312,027)
12

38.  
Equity Risk Premia and the Pricing of Foreign Exchange Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Economics, Vol. 33, Nos. 3-4, 1992
Number of Pages in PDF File: 34
Korajczyk, Robert A.
Viallet, Claude
INSEAD
Posted:
13 Oct 11
36
(326,621)
12

39.  
Korajczyk, Robert A.
McDonald, Robert L.
Lucas, Deborah J.
Posted:
29 Mar 10
22
(388,868)
1


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