معرفی
Robert A. Korajczyk is the Harry G. Guthmann Professor of Finance and Senior Associate Dean at the Kellogg School of Management, Northwestern University. He co-directs the Financial Institutions and Markets Research Center and has held visiting roles at the University of Chicago, Vienna University of Economics, University of Melbourne, and Hong Kong University of Science and Technology. His academic career spans over four decades at Kellogg, including prior roles as Department Chair and Director of Graduate Studies.
- Education: PhD (Economics/Finance, University of Chicago, 1983), MBA (Finance/Econometrics, University of Chicago, 1977), BA (Mathematics, University of Chicago, 1976)
Korajczyk’s research focuses on empirical asset pricing, investments, and market liquidity. His work explores factor models, arbitrage portfolios, and high-frequency trading impacts. Recent publications analyze intangible assets in portfolio construction and segmentation premia in global markets.
Scientific awards:
- 2024 Invesco Factor Investing Prize
- 2022 Harry Markowitz Special Distinction Award
- 2009 Crowell Prize for Quantitative Asset Management
- Morgan Stanley Microstructure Research Grant, 2005
- Kellogg Core and Teaching Awards (1997-2000)
- 1993 NYSE Award for Equity Trading
- 1991 Review of Financial Studies Best Paper Award
His editorial roles include Associate Editor of Gospodarka Narodowa and past editorial positions at leading journals like the Review of Financial Studies. Korajczyk also contributes to industry through advisory roles at Global Economics Group and DSC Quantitative Group.
