AQR Capital Management Professor
Ralph S. J. Koijen’s research focuses on finance, insurance, macroeconomics, and econometrics. His findings have been published in the American Economic Review, Econometrica, the Journal of Political Economy, the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics. His research has also been covered in such popular media as the Financial Times, the Wall Street Journal, and The Economist. In addition, he is a co-editor of The Economics, Regulation, and Systemic Risk of Insurance Markets (Oxford University Press, 2017).
Koijen is also a research associate at the National Bureau of Economic Research and a research fellow of the Center for Economic and Policy Research. He is the recipient of the Review of Financial Studies Distinguished Referee Award and a Yuki Arai Faculty Research Prize in Finance from the Glucksman Institute for Research in Securities Markets at the New York University (NYU) Leonard N. Stern School of Business.
He received an MA in financial econometrics and a PhD in finance from Tilburg University in the Netherlands. He returns to the University of Chicago from NYU Stern and London Business School, where he was a professor of finance.