Concepedia

Peter J. Knez

PJ

10

Publications

1.5K

Citations

10

H-Index

1987

Active since

Affiliations

University of Wisconsin–Madison(Current)

Northwestern University

Peter J. Knez is an author at University of Wisconsin–Madison specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsManagementEconomicsEmpirical FinanceAsset PricingEconomic AnalysisAccountingEconometrics

Publications per year

1987–1998

10

Publications

10

Portfolio Performance Measurement: Theory and Applications

Zhiwu Chen, Peter J. Knez · Review of Financial Studies · 1996 · 297 citations

On The Robustness of Size and Book‐to‐Market in Cross‐Sectional Regressions

Peter J. Knez, Mark J. Ready · The Journal of Finance · 1997 · 284 citations

Empirical Finance, Financial Risk Management, Economic Fluctuation +16

Explorations Into Factors Explaining Money Market Returns

Peter J. Knez, Robert B. Litterman, José Scheinkman · The Journal of Finance · 1994 · 276 citations

Empirical Finance, Total Variation, Asset Allocation +19

Portfolio Performance Measurement: Theory and Applications

Peter J. Knez, Zhiwu Chen · RePEc: Research Papers in Economics · 1998 · 196 citations

Admissible Measure, Portfolio Optimization, Financial Economics +14

Estimating the profits from trading strategies

Peter J. Knez, Mark J. Ready · Review of Financial Studies · 1996 · 149 citations

Price Improvement, Business Analytics, Market Design +19

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