Grants per year
Personal profile
Research Interests
Professor Korajczyk’s research interests are in the areas of investments and empirical asset pricing.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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 keywords
- Asset Pricing
- Equity Markets (Stock Market)
- Household Finance
- Investments and Portfolio Choice
- Liquidity
- Money Management/Asset Management
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Collaborations and top research areas from the last five years
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2024 William G McGowan Charitable Fund Fellowship - William Gomez
Korajczyk, R. (PD/PI)
William G. McGowan Charitable Fund, Inc.
9/1/24 → 8/31/25
Project: Research project
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Derivatives and Capital Markets Education
Eberly, J. (PD/PI) & Korajczyk, R. (PD/PI)
10/1/06 → 12/31/10
Project: Research project
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Large Sample Estimators of the Stochastic Discount Factor
Kim, S. & Korajczyk, R. A., 2024, In: Journal of Financial Econometrics. 22, 5, p. 1672-1713 42 p.Research output: Contribution to journal › Article › peer-review
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Nonstandard Errors
Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Díaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D. & Angel, J. J. & 323 others, , Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390 52 p.Research output: Contribution to journal › Article › peer-review
25 Scopus citations -
Semi-Strong Factors in Asset Returns
Connor, G. & Korajczyk, R. A., 2024, In: Journal of Financial Econometrics. 22, 1, p. 70-93 24 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations -
Arbitrage portfolios
Kim, S., Korajczyk, R. A. & Neuhierl, A., Jun 1 2021, In: Review of Financial Studies. 34, 6, p. 2813-2856 44 p.Research output: Contribution to journal › Article › peer-review
32 Scopus citations -
High-frequency market making to large institutional trades
Korajczyk, R. A. & Murphy, D., Mar 1 2019, In: Review of Financial Studies. 32, 3, p. 1034-1067 34 p.Research output: Contribution to journal › Article › peer-review
66 Scopus citations