Performance measurement with the arbitrage pricing theory : A new framework for analysis

A-Tier

Journal: Journal of Financial Economics

Year: 1986

Volume: 15

Issue: 3

Pages: 373-394

Authors (2)

Connor, Gregory (not in RePEc) Korajczyk, Robert A. (Northwestern University)

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