Problems in measuring portfolio performance An application to contrarian investment strategies

A-Tier

Journal: Journal of Financial Economics

Year: 1995

Volume: 38

Issue: 1

Pages: 79-107

Authors (3)

Ball, Ray (University of Chicago) Kothari, S. P. (not in RePEc) Shanken, Jay (National Bureau of Economic Re...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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