GREGORY CONNOR

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5911-4983

Department of Economics, Finance and Accounting, National University of Ireland, Maynooth County Kildare, Ireland

Publications

• A Synthesis of Two Factor Estimation Methods — Journal of Financial and Quantitative Analysis 2015
• Efficient Semiparametric Estimation of the Fama–French Model and Extensions — Econometrica 2012
• Active Portfolio Management: A Quantitative Approach to Providing Superior Returns and Controlling Risk — The Review of Financial Studies 2000
• A Test for the Number of Factors in an Approximate Factor Model — The Journal of Finance 1993
• An Intertemporal Equilibrium Beta Pricing Model — The Review of Financial Studies 1989
• Risk and return in an equilibrium APT — Journal of Financial Economics 1988
• Performance measurement with the arbitrage pricing theory — Journal of Financial Economics 1986