Dept. of Economics, Finance and Accounting
T: +353 1 708 6662
Professor Gregory Connor (NUIM) is involved in the area of Risk and is working on three spheres: Financial Crises Modelling; Non-Parametric Estimation of Portfolio Risk; and Dependence and Crash Modelling. Recent publications include a paper in Econometrica (Connor, Hagman and Linton, 2011) and a book published by Princeton University Press on Portfolio Risk (Connor, Goldberg and Korajczyk, 2010). He has organised a number of FMC2 conferences at the Institute of Bankers on risks resulting from the financial crises. There was a strong practitioner attendance at these.
Ph.D. (Economics), Yale University, 1982, under the supervision of Professor Stephen Ross, dissertation title: Asset Pricing Theory in Factor Economies; M.A. (Economics), Yale University, 1978; B.A. (Economics), Georgetown University, 1975.
2008- present: Professor of Finance, National University of Ireland, Maynooth.
2002-2008: Professor of Finance, London School of Economics, and Director of the Asset Pricing and Portfolio Management Research Programme, Financial Markets Group, London School of Economics.
1999-2002: Reader in Finance, Department of Accounting and Finance, London School of Economics.
1994-1998: Director of Research, Europe, BARRA Inc., and Visiting Fellow, Department of Accounting and Finance, London School of Economics.
1991-1994: Lecturer in Finance, Reader in Finance, Department of Accounting and Finance, London School of Economics.
1985-1991: Assistant Professor of Finance, Haas School of Business, University of California at Berkeley.
1981-1985: Assistant Professor of Finance, Kellogg Graduate School of Management, Northwestern University.
1975-1977: Research Assistant, Econometrics and Computer Applications Section, Department of Research and Development, Board of Governors of the Federal Reserve System, Washington, D.C.
Factor modeling of asset returns, multifactor pricing models, portfolio management.