Estimating and testing beta pricing models: Alternative methods and their performance in simulations

A-Tier
Journal: Journal of Financial Economics
Year: 2007
Volume: 84
Issue: 1
Pages: 40-86

Authors (2)

Shanken, Jay (National Bureau of Economic Re...) Zhou, Guofu (Washington University in St. L...)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinec:v:84:y:2007:i:1:p:40-86
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29