Principal Investigator
Dept. of Economics, Finance and Accounting
Maynooth University

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T: +353 1 708 6662
E: gregory.conner@nuim.ie

gregory connor as a square

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.

Education:

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.

Employment History:

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.

Research Areas:

Factor modeling of asset returns, multifactor pricing models, portfolio management.

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