Interpreting the factor risk premia in the arbitrage pricing theory

A-Tier

Journal: Journal of Economic Theory

Year: 1985

Volume: 35

Issue: 1

Pages: 191-195

Authors (2)

Admati, Anat R. (Stanford University) Pfleiderer, Paul (not in RePEc)

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