Robert Korajczyk

  • 2017 Citations
1985 …2019

Research output per year

If you made any changes in Pure these will be visible here soon.

Personal profile

Research Interests

Professor Korajczyk’s research interests are in the areas of investments and empirical asset pricing.

Education/Academic qualification

Finance, PhD, The University of Chicago

… → 1983

Finance, MBA, The University of Chicago

… → 1977

Mathematics, AB, The University of Chicago

… → 1976

Research interests

  • Asset Pricing
  • Equity Markets (Stock Market)
  • Household Finance
  • Investments and Portfolio Choice
  • Liquidity
  • Money Management/Asset Management

Fingerprint Dive into the research topics where Robert Korajczyk is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output

High-frequency market making to large institutional trades

Korajczyk, R. A. & Murphy, D., Jan 1 2019, In : Review of Financial Studies. 32, 3, p. 1034-1067 34 p.

Research output: Contribution to journalArticle

  • 12 Scopus citations

    A performance comparison of large-n factor estimators

    Chen, Z., Connor, G. & Korajczyk, R., Jan 1 2018, In : Review of Asset Pricing Studies. 8, 1, p. 153-182 30 p.

    Research output: Contribution to journalReview article

  • 6 Scopus citations

    Short-horizon beta or long-horizon alpha?

    Kamara, A., Korajczyk, R., Lou, X. & Sadka, R., Sep 1 2018, In : Journal of Portfolio Management. 45, 1, p. 96-105 10 p.

    Research output: Contribution to journalArticle

    3 Scopus citations

    Horizon pricing

    Kamara, A., Korajczyk, R. A., Lou, X. & Sadka, R., Dec 1 2016, In : Journal of Financial and Quantitative Analysis. 51, 6, p. 1769-1793 25 p.

    Research output: Contribution to journalArticle

  • 19 Scopus citations

    Market timing

    Jagannathan, R. & Korajczyk, R. A., Jan 1 2016, Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor. Springer International Publishing, p. 49-71 23 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • 2 Scopus citations