A comparison of the APT and CAPM a note

B-Tier

Journal: Journal of Banking & Finance

Year: 1983

Volume: 7

Issue: 2

Pages: 295-303

Authors (2)

Jarrow, Robert (Cornell University) Rudd, Andrew (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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