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A synthesis of two factor estimation methods
Connor, Gregory; Korajczyk, Robert A.; Uhlaner, Robert T. - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
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Performance measurement with the arbitrage pricing theory : a new framework for analysis
Connor, Gregory - In: Journal of financial economics 15 (1986) 3, pp. 373-394
Persistent link: https://www.econbiz.de/10001015195
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The arbitrage pricing theory and multifactor models of asset returns
Connor, Gregory - In: Finance, (pp. 87-144). 1995
Persistent link: https://www.econbiz.de/10001318022
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A test for the number of factors in an approximate factor model
Connor, Gregory - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1263-1291
Persistent link: https://www.econbiz.de/10001152158
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An intertemporal equilibrium beta pricing model
Connor, Gregory - In: The review of financial studies 2 (1989) 3, pp. 373-392
Persistent link: https://www.econbiz.de/10001106378
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Risk and return in an equilibrium APT : application of a new test methodology
Connor, Gregory - In: Journal of financial economics 2 (1988), pp. 255-289
Persistent link: https://www.econbiz.de/10001051449
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The attributes, behavior, and performance of US mutual funds
Connor, Gregory - In: Review of quantitative finance and accounting 1 (1991) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001102485
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Portfolio risk analysis
Connor, Gregory; Goldberg, Lisa; Korajczyk, Robert A. - 2010
Persistent link: https://www.econbiz.de/10008758197
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The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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A performance comparison of large-n factor estimators
Chen, Zhuo; Connor, Gregory; Korajczyk, Robert A. - 2014
Persistent link: https://www.econbiz.de/10011486394