Robert T. Uhlaner

McKinsey & Co. Inc. - San Francisco Office

555 California Street

San Francisco, CA 94104

United States

SCHOLARLY PAPERS

2

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CITATIONS
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3

Scholarly Papers (2)

1.

Sunspots, Iterative Two-Pass Cross-Sectional Regressions, and Asymptotic Principal Components

Number of pages: 32 Posted: 23 Oct 2003 Last Revised: 28 Apr 2009
Gregory Connor, Robert A. Korajczyk and Robert T. Uhlaner
London School of Economics & Political Science (LSE) - Department of Accounting and Finance, Northwestern University - Kellogg School of Management and McKinsey & Co. Inc. - San Francisco Office
Downloads 540 (39,825)
Citation 2

Abstract:

Factor model, Principal Components

2.

A Synthesis of Two Factor Estimation Methods

Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, No. 4, 2015
Number of pages: 42 Posted: 21 Aug 2009 Last Revised: 14 Nov 2015
Gregory Connor, Robert A. Korajczyk and Robert T. Uhlaner
London School of Economics & Political Science (LSE) - Department of Accounting and Finance, Northwestern University - Kellogg School of Management and McKinsey & Co. Inc. - San Francisco Office
Downloads 321 (63,082)
Citation 1

Abstract:

Cross-sectional regression, Factor model, Principal components, Errors in variables