Chicago Alternative Investment Partners LLC

"The Attributes, Behavior, and Performance of U.S. Mutual Funds"
(Robert Korajczyk with Gregory Connor), Review of Quantitative Finance and Accounting 1 (January 1991): 5-26.

"An Empirical Investigation of International Asset Pricing"
(Robert Korajczyk with Claude Viallet), Review of Financial Studies 2 (1989): 553-585. Reprinted in International Capital Markets, Vol. 1, edited by RenÚ M. Stulz and G. Andrew Karolyi. Cheltenham: Edward Elgar Publishing Limited, 2003.
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"An Intertemporal Equilibrium Beta Pricing Model"
(Robert Korajczyk with Gregory Connor), Review of Financial Studies 2 (1989): 373-392.
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"Risk and Return in an Equilibrium APT: Application of a New Test Methodology"
(Robert Korajczyk with Gregory Connor), Journal of Financial Economics 21 (September 1988): 255-289.
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"Assessing the Market Timing Performance of Managed Portfolios"
(Robert Korajczyk with Ravi Jagannathan), Journal of Business 59 (April 1986): 217-35. Reprinted in Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics. London: Risk Publications, 1999.
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"Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis"
(Robert Korajczyk with Gregory Connor), Journal of Financial Economics 15 (March 1986): 373-94.
View Abstract

"Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps"
(Ravi Jagannathan with Tongshu Ma)
Journal of Finance, Volume 58: Issue 4
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"Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods"
(Ravi Jagannathan with Zhenyu Wang)
Journal of Finance, Volume 57: Issue 5
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"An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression"
(Ravi Jagannathan with Zhenyu Wang)
Journal of Finance, Volume 53: Issue 4
View Abstract

"Assessing Specification Errors in Stochastic Discount Factor Models"
(Ravi Jagannathan with Lars Peter Hansen)
Journal of Finance, Volume: 52 Issue: 2
View Abstract

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		Publications: (11-20)
		"The Attributes, Behavior, and Performance of U.S. Mutual Funds" (Robert Korajczyk with Gregory Connor), Review of Quantitative Finance and Accounting 1 (January 1991): 5-26. "An Empirical Investigation of International Asset Pricing" (Robert Korajczyk with Claude Viallet), Review of Financial Studies 2 (1989): 553-585. Reprinted in International Capital Markets, Vol. 1, edited by RenÚ M. Stulz and G. Andrew Karolyi. Cheltenham: Edward Elgar Publishing Limited, 2003. View Online \| View PDF "An Intertemporal Equilibrium Beta Pricing Model" (Robert Korajczyk with Gregory Connor), Review of Financial Studies 2 (1989): 373-392. View Online \| View PDF "Risk and Return in an Equilibrium APT: Application of a New Test Methodology" (Robert Korajczyk with Gregory Connor), Journal of Financial Economics 21 (September 1988): 255-289. View Abstract "Assessing the Market Timing Performance of Managed Portfolios" (Robert Korajczyk with Ravi Jagannathan), Journal of Business 59 (April 1986): 217-35. Reprinted in Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics. London: Risk Publications, 1999. View Online "Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis" (Robert Korajczyk with Gregory Connor), Journal of Financial Economics 15 (March 1986): 373-94. View Abstract "Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps" (Ravi Jagannathan with Tongshu Ma) Journal of Finance, Volume 58: Issue 4 View Abstract "Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods" (Ravi Jagannathan with Zhenyu Wang) Journal of Finance, Volume 57: Issue 5 View Abstract "An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression" (Ravi Jagannathan with Zhenyu Wang) Journal of Finance, Volume 53: Issue 4 View Abstract "Assessing Specification Errors in Stochastic Discount Factor Models" (Ravi Jagannathan with Lars Peter Hansen) Journal of Finance, Volume: 52 Issue: 2 View Abstract Previous Page \| Next Page