The Capital Asset Pricing Model with Diverse Holding Periods

B-Tier

Journal: Management Science

Year: 1992

Volume: 38

Issue: 11

Pages: 1529-1542

Authors (2)

Haim Levy (not in RePEc) Paul A. Samuelson

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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