Academics & FacultyKellogg School of Management
AcademicsFacultyResearchKellogg Homepage
Email Prof. Korajczyk

Index
Search
Internal Site
Northwestern University

"Characteristic-based Returns: Alpha or Smart Beta?" (with Soohun Kim and Andreas Neuhierl). Journal of  Investment Management (2022) 20: 70-89. Awarded the 2022 Journal of Investment Management Harry Markowitz Special Distinction Award.

 

 

Published version.  

Working paper version . 

 

 
 
©2001 Kellogg School of Management, Northwestern University