Faculty & Research

Ralph Koijen

Ralph S.J. Koijen

AQR Capital Management Professor of Finance and Fama Faculty Fellow

Ralph S.J. Koijen is the AQR Capital Management Professor of Finance at the University of Chicago Booth School of Business. He is also a Research Associate at the National Bureau of Economic Research and a Research Fellow of the Center for Economic Policy Research. He is a co-director of the NBER Asset Pricing program. He serves as a co-editor of the Review of Financial Studies. Professor Koijen was awarded the 2019 Fischer Black Prize by the American Finance Association, given biennially to the top financial economics scholar under the age of 40.

Professor Koijen’s research focuses on finance, insurance, and macroeconomics. His research has been published in the American Economic Review, Econometrica, the Journal of Political Economy, the Quarterly Journal of Economics, the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics. His research has been covered in popular media, such as the Financial Times, the Wall Street Journal, and The Economist.

Before joining Chicago Booth in 2018, Professor Koijen was a Professor of Finance at the London Business School and NYU Stern, and an Assistant and Associate Professor of Finance at Chicago Booth. He received his undergraduate degree in Econometrics from Tilburg University and his Ph.D. in Finance from Tilburg University.


2020 - 2021 Course Schedule

Number Title Quarter
34902 Asset Pricing II 2021  (Winter)
35126 Quantitative Portfolio Management 2021  (Winter)
35930 Research Seminar 2020  (Autumn)
35931 Research Seminar 2021  (Winter)
35932 Research Seminar 2021  (Spring)

Other Interests

Sports, including soccer and tennis.


Research Activities

Asset pricing; investments; household finance.