Gregory Connor
Lecturer
Economics, Finance and Accounting
National University of Maynooth
Ireland
Biography
Gregory Connor is professor of finance at Maynooth University. Connor’s research interests are in portfolio risk analysis and related financial econometrics topics, particular factor modeling. He has a number of widely-cited publications in academic journals including Journal of Economic Theory, Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Econometrics and Econometrica. Prior to moving to Maynooth in 2008, Connor was professor of finance at the London School of Economics, and previous to that he served as assistant professor of finance at the Haas School of Business, University of California, Berkeley and the Kellogg School of Management, Northwestern University. He earned his M.A. and Ph.D. (Economics) from Yale University and his B.A. (Economics) from Georgetown University.
Research Interest
Portfolio risk analysis and related financial econometrics topics, particular factor modeling.
Publications
-
2009 'Factor Models in Portfolio Analysis and Asset Pricing Theory' Connor, G. (2009) 'Factor Models in Portfolio Analysis and Asset Pricing Theory' In: Handbook of Portfolio Construction. NY USA: Springer Verlag.
-
2009 'Factor Models of Asset Returns' Connor, Gregory, and Robert Korajczyk (2009) 'Factor Models of Asset Returns' In: Encyclopedia of Quantitative Finance. NY USA: Wiley.
-
2010 Portfolio Risk Analysis. Connor, Professor Gregory, (2010) Portfolio Risk Analysis. : Princeton University Press.
