Concepedia

Gregory Connor

GC

35

Publications

4.1K

Citations

22

H-Index

1984

Active since

Affiliations

London School of Economics and Political Science(Current)

Northwestern University

National University of Ireland, Maynooth

Kellogg's (Canada)

University of Cambridge

Gregory Connor is an author at London School of Economics and Political Science specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingEconomicsFinancial EconomicsEconomic AnalysisEmpirical FinanceStatisticsManagementAsset Allocation

Publications per year

1984–2022

35

Publications

35

Performance measurement with the arbitrage pricing theory

Gregory Connor, Robert A. Korajczyk · Journal of Financial Economics · 1986 · 733 citations

Computational Finance, Asset Pricing, Arbitrage Pricing Theory +5

Risk and return in an equilibrium APT

Gregory Connor, Robert A. Korajczyk · Journal of Financial Economics · 1988 · 538 citations

Economics, Financial Risk Management, Equilibrium Problem +6

A Test for the Number of Factors in an Approximate Factor Model

Gregory Connor, Robert A. Korajczyk · The Journal of Finance · 1993 · 438 citations · Full text

Empirical Finance, Factor Models, Approximate Factor Model +20

A unified beta pricing theory

Gregory Connor · Journal of Economic Theory · 1984 · 329 citations

Economics, Computational Finance, Asset Pricing +7

The Three Types of Factor Models: A Comparison of Their Explanatory Power

Gregory Connor · Financial Analysts Journal · 1995 · 221 citations

Empirical Finance, Engineering, Factor Models +23

Rows per page

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