Prof. Gregory Connor

Professor Connor is a globally renowned expert in portfolio risk analysis, factor modelling, financial econometrics and security market pricing. Greg will act as an academic advisor in relation to the firms in-house quantitative research and asset pricing. Greg was asked to provide expert evidence to the Oireachtas Banking Inquiry (along with Prof. Eamonn Walsh, UCD) in February 2015. Most recently until his retirement from academic life in 2024, he was Professor of Finance at the Department of Economics, Finance & Accounting, National University of Ireland, Maynooth, and Senior Research Associate, Financial Markets Group, London School of Economics. Prior to his tenure in Maynooth University, Greg was Professor of Finance at the London School of Economics, and Director of the Asset Pricing and Portfolio Management Research Programme. Previously he held roles including Reader in Finance, Department of Accounting and Finance, London School of Economics and Director of Research, Europe, BARRA Inc., and Visiting Fellow, Department of Accounting and Finance, London School of Economics. Before his various roles in the London School of Economics, Prof Connor worked as Assistant Professor of Finance in the Haas School of Business, University of California at Berkeley and Assistant Professor of Finance, Kellogg Graduate School of Management, Northwestern University.

Prof. Connor’s primary research interests include factor modelling of asset returns, multifactor pricing models, portfolio management, financial risk analysis. Greg is the author of three books with his long-term co-author Robert Korajczyk including Portfolio Risk Analysis (2010), and Factor Models of Asset Returns (2009). He is among the most cited academics (dating back to the early 1980’s) in the most respected academic journals including the Journal of Financial Econometrics, Econometrica, Journal of International Money and Finance and the Journal of Empirical Finance.