Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?].

A-Tier
Journal: Journal of Finance
Year: 1985
Volume: 40
Issue: 4
Pages: 1189-96

Authors (1)

Shanken, Jay (National Bureau of Economic Re...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:bla:jfinan:v:40:y:1985:i:4:p:1189-96
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29