Concepedia

Roy Henriksson

RH

Statistics

Publications

7

Citations

2.2K

H-Index

7

Active since

1981

Affiliations

University of California, Berkeley(Current)

Roy Henriksson is an author at University of California, Berkeley specializing in business, finance, and financial economics.

Publications per year

1981–2019

7

Publications

7

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

Roy Henriksson, Robert C. Merton · The Journal of Business · 1981 · 1.3K citations

Business, Business Economics, Economics +17

Market Timing and Mutual Fund Performance: An Empirical Investigation

Roy Henriksson · The Journal of Business · 1984 · 656 citations

Business, Economics, Finance +17

Integrating ESG in Portfolio Construction

Roy Henriksson, Joshua Livnat, Patrick Pfeifer et al. · The Journal of Portfolio Management · 2019 · 108 citations

Business, Corporate Governance, Finance +9

Portfolio Optimization with Shortfall Constraints: A Confidence-Limit Approach to Managing Downside Risk

Martin L. Leibowitz, Roy Henriksson · Financial Analysts Journal · 1989 · 66 citations

Business, Finance, Risk Management +12

Portfolio Optimization Within a Surplus Framework

Martin L. Leibowitz, Roy Henriksson · Financial Analysts Journal · 1988 · 41 citations

Business, Economics, Finance +14

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