Bob Korkie

2.1k total citations · 1 hit paper
27 papers, 1.3k citations indexed

About

Bob Korkie is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Bob Korkie has authored 27 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 11 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Bob Korkie's work include Financial Markets and Investment Strategies (22 papers), Financial Risk and Volatility Modeling (9 papers) and Monetary Policy and Economic Impact (9 papers). Bob Korkie is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Financial Risk and Volatility Modeling (9 papers) and Monetary Policy and Economic Impact (9 papers). Bob Korkie collaborates with scholars based in Canada and United States. Bob Korkie's co-authors include J. D. Jobson, Harry J. Turtle, A. Buse, Ranjini Jha, Ranjini Sivakumar, Masao Nakamura and Terrence E. Daniel and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Management Science.

In The Last Decade

Bob Korkie

26 papers receiving 1.2k citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Performance Hypothesis Testing with the Sharpe and Treynor Measures

1981 555 citations J. D. Jobson, Bob Korkie The Journal of Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Bob Korkie Canada	12	1.2k	665	363	355	258	27	1.3k
Harry M. Kat United Kingdom	21	1.3k 1.1×	958 1.4×	258 0.7×	255 0.7×	214 0.8×	62	1.6k
Bruce G. Resnick United States	17	879 0.8×	601 0.9×	324 0.9×	166 0.5×	281 1.1×	43	1.1k
Fred D. Arditti Israel	12	838 0.7×	596 0.9×	117 0.3×	281 0.8×	292 1.1×	32	1.1k
Stanley J. Kon United States	12	1.2k 1.0×	821 1.2×	201 0.6×	189 0.5×	305 1.2×	18	1.3k
Harindra de Silva United States	14	929 0.8×	558 0.8×	100 0.3×	312 0.9×	271 1.1×	40	1.1k
David M. Modest United States	13	1.2k 1.1×	856 1.3×	359 1.0×	196 0.6×	525 2.0×	15	1.5k
Andrew Rudd United States	14	1.0k 0.9×	530 0.8×	199 0.5×	141 0.4×	314 1.2×	23	1.2k
Alexandros Kostakis United Kingdom	16	795 0.7×	654 1.0×	301 0.8×	100 0.3×	281 1.1×	40	1.0k
Larry J. Merville United States	12	936 0.8×	523 0.8×	177 0.5×	183 0.5×	256 1.0×	26	1.2k
Caroline Zhu United States	6	1.3k 1.1×	790 1.2×	198 0.5×	353 1.0×	550 2.1×	10	1.5k

Countries citing papers authored by Bob Korkie

Since Specialization

Citations

This map shows the geographic impact of Bob Korkie's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bob Korkie with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bob Korkie more than expected).

Fields of papers citing papers by Bob Korkie

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bob Korkie. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bob Korkie. The network helps show where Bob Korkie may publish in the future.

Co-authorship network of co-authors of Bob Korkie

This figure shows the co-authorship network connecting the top 25 collaborators of Bob Korkie. A scholar is included among the top collaborators of Bob Korkie based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bob Korkie. Bob Korkie is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Korkie, Bob. (2016). Investment Horizon Risk and Volatility Metrics. SSRN Electronic Journal. 1 indexed citations

Jha, Ranjini, Bob Korkie, & Harry J. Turtle. (2009). Measuring performance in a dynamic world: Conditional mean–variance fundamentals. Journal of Banking & Finance. 33(10). 1851–1859. 22 indexed citations

Korkie, Bob, Ranjini Sivakumar, & Harry J. Turtle. (2006). Variance Spillover and Skewness in Financial Asset Returns. Financial Review. 41(1). 139–156. 13 indexed citations

Korkie, Bob, Harry J. Turtle, & Ranjini Jha. (2006). Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals. SSRN Electronic Journal. 3 indexed citations

Korkie, Bob, Ranjini Sivakumar, & Harry J. Turtle. (2002). The dual contributions of information instruments in return models: magnitude and direction predictability. Journal of Empirical Finance. 9(5). 511–523. 1 indexed citations

Korkie, Bob, et al.. (2001). A contingent claim analysis of closed-end fund premia. International Review of Financial Analysis. 10(4). 365–394. 1 indexed citations

Korkie, Bob & Harry J. Turtle. (1998). The Canadian Investment Opportunity Set, 1967‐1993. Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration. 15(3). 213–229. 5 indexed citations

Korkie, Bob & Harry J. Turtle. (1997). A Note on the Analytics and Geometry of Limiting Mean—Variance Investment Opportunity Sets. Review of Quantitative Finance and Accounting. 9(3). 289–300. 3 indexed citations

Korkie, Bob & Masao Nakamura. (1997). Block holding and keiretsu in Japan: the effects of capital markets liberalization measures on the stock market. Journal of International Money and Finance. 16(1). 113–140. 7 indexed citations

10.

Turtle, Harry J., A. Buse, & Bob Korkie. (1994). Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices. Journal of Financial and Quantitative Analysis. 29(1). 15–15. 32 indexed citations

11.

Korkie, Bob, et al.. (1990). Optimal Portfolio Rules and Maximum Gains from Economic Events. Journal of Accounting Auditing & Finance. 5(4). 593–617.

12.

Korkie, Bob. (1990). A Note on the TSE/Western Treasury Bill Returns. Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration. 7(3). 26–29. 4 indexed citations

13.

Korkie, Bob. (1989). Corrections for Trading Frictions in Multivariate Returns. The Journal of Finance. 44(5). 1421–1421. 1 indexed citations

14.

Korkie, Bob. (1989). Corrections for Trading Frictions in Multivariate Returns. The Journal of Finance. 44(5). 1421–1434. 6 indexed citations

15.

Korkie, Bob. (1986). Market Line Deviations and Market Anomalies with Reference to Small and Large Firms. Journal of Financial and Quantitative Analysis. 21(2). 161–161. 3 indexed citations

16.

Jobson, J. D. & Bob Korkie. (1985). Some Tests of Linear Asset Pricing with Multivariate Normality. Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration. 2(1). 114–138. 33 indexed citations

17.

Korkie, Bob, et al.. (1984). On the Jensen Measure and Marginal Improvements in Portfolio Performance: A Note. The Journal of Finance. 39(1). 245–245. 10 indexed citations

18.

Jobson, J. D. & Bob Korkie. (1981). Performance Hypothesis Testing with the Sharpe and Treynor Measures. The Journal of Finance. 36(4). 889–908. 555 indexed citations breakdown →

19.

Jobson, J. D. & Bob Korkie. (1980). Estimation for Markowitz Efficient Portfolios. Journal of the American Statistical Association. 75(371). 544–554. 327 indexed citations

20.

Korkie, Bob, et al.. (1976). Mathematical dictionary for economics and business administration. Allyn and Bacon eBooks. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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