Research Output per year
Research Output per year
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
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Research Output
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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
22 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 journal › Review article › peer-review
8 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 journal › Article › peer-review
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 journal › Article › peer-review
23 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 proceeding › Chapter
2 Scopus citations