引用次数
引用: 11,257
H-指数: 31
I10-指数 : 40
出版物: 102
A Test for the Number of Factors in an Approximate Factor Model
GREGORY CONNOR , ROBERT A. KORAJCZYK
Journal of Finance 48 ( 4) 1263 -1291
602
1993
Intraday Patterns in the Cross‐section of Stock Returns
STEVEN L. HESTON , ROBERT A. KORAJCZYK , RONNIE SADKA
Journal of Finance 65 ( 4) 1369 -1407
107
2010
A Measure of Stock Market Integration for Developed and Emerging Markets
R. A. Korajczyk
The World Bank Economic Review 10 ( 2) 267 -289
133
1996
Equity price concessions
Laurie S Bagwell , WJ BREEN , RA KORAJCZYK ,
JOURNAL OF FINANCE 49 ( 3) 1046 -1046
5
1994
An Empirical Investigation of International Asset Pricing
Claude J Viallet , R Korajczyk ,
Smpte Journal
1986
Portfolio risk forecasting
Gregory Connor , L Goldberg , R Korajczyk
Notes on
3
2006
Gregory Connor Professor of Economics, University of California, Berkeley.'A unified beta pricing theory', Journal of Economic Theory 34 (1984);'Performance theory with the arbitrage pricing theory',(with R. Korajczyk) Journal of Financial Economics 15 (1986);'Risk and return in an equilibrium APT',(with
R Korajczyk
NANCE NANCE 28 271 -271
1973
Truth in mutual fund advertising: Evidence on future performance and fund flows.
Luis Ferruz , H Markowitz , WF Sharpe , W Sharpe
Journal of Applied Sciences 5 ( 6) 77 -91
1952
The pricing of forward and futures contracts for foreign exchange
ROBERT ALAN KORAJCZYK
The University of Chicago
6
1983
Asset Pricing and Portfolio Performance
Jack L Treynor , RA Korajczyk
3
1999
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns
RA Korajczyk , G Connor
Handbook in Operations Research and Managements Science, ed. by R. Jarrow, V. Maksimovic, and W. Ziemba 9
2
1995
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?', Journal of Business, 68 (3), July, 309-49
WE Ferson , RA Korajczyk
INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN ECONOMICS 146 ( 1) 378 -418
2002
Approximate Factor Model
GREGORY CONNOR , R KORAJCZYK
J
1
An empirical investigation of international asset pricing. Etude empirique de l'évaluation des actifs internationaux
R KORAJCZYK , C VIALLET
Equity risk premia and the pricing of foreign exchange risk. Egalité du risque premier et du prix du risque de change extérieur
C VIALLET , R KORAJCZYK
Equity risk premia and the pricing of foreign exchange risk. Primes de risque et évaluation du risque de change
R KORAJCZYK , C VIALLET
Equity risk premia and the pricing of foreign exchange risk. Risque d'équité et évaluation du risque de change
R KORAJCZYK , C VIALLET
The Possible Misdiagnosis of a Crisis 12
STEVEN L HESTON , ROBERT A KORAJCZYK , RONNIE SADKA , LEWIS D THORSON
Guest Editorial 6
STEVEN L HESTON , ROBERT A KORAJCZYK , RONNIE SADKA , LEWIS D THORSON
Asset pricing and portfolio performance: Models, strategy, and performance metrics
Robert A Korajczyk
12
1999