# Authors with same affiliations on title page

I want to achieve the exact same title page layout as the paper shown here. For those that do not want to download the paper, the image of the title page is shown below:

The super-scripts indicating the authors doesn't have to be as shown in the example title page (e.g, a, b and c), other symbols are fine.

I am using the authblk package and know the general syntax such as:

\title{title of paper}
\author[1]{author 1\thanks{details that goes into the footnote}}
\author[1]{author 2\thanks{details that goes into the footnote}}
\author[2]{author 3\thanks{details that goes into the footnote}}
\affil[1]{university 1}
\affil[2]{university 2}
\renewcommand\Authands{ and }
\maketitle

\begin{abstract}
abstract goes here
\end{abstract}


But I am not sure how to achieve the example title page shown. Any help would be appreciated!

This can be a solution, with no need for the authblk package.

Complete MWE:

\documentclass{article}

\makeatletter
\def\and{%
\end{tabular}%
\begin{tabular}[t]{c}}%
\def\@fnsymbol#1{\ensuremath{\ifcase#1\or a\or b\or c\or
d\or e\or f\or g\or h\or i\else\@ctrerr\fi}}
\makeatother

\begin{document}

\title{Systemic Risk and Cross-Sectional Hedge Fund Returns}
\author{S. Brown,\thanks{Department of Finance.} \and
I. Hwang,\footnotemark[1] \and
F. In,\thanks{Department of Accounting and Finance.} \and
and T. S. Kim\thanks{KAIST Business School.}}
\maketitle

\begin{abstract}
This paper examines the cross-sectional relation between the systemic risk contribution of
hedge funds and hedge fund returns. Measuring the systemic risk of an individual hedge fund
by using the marginal expected shortfall (MES), we find evidence for a positive and
statistically significant relation between systemic risk and hedge fund returns. The risk-adjusted
return of a hedge fund portfolio with a high systemic risk is 0.64\% per month higher
than for one with a low systemic risk during 1994--2012, while negative performance is
observed during crisis periods. The relation between systemic risk and hedge fund returns
holds for both live and defunct funds. Moreover, the relation holds even after controlling for a
large set of fund characteristics. Hence, systemic risk is a powerful determinant of cross-sectional
variations in hedge fund returns. Because hedge funds with a high systemic risk
contribution tend to have high downside beta, these results imply that investors are willing to
demand a premium to carry tail risk during systemic events.
\end{abstract}

\end{document}


Note that I've redefined the commands \and and \@fnsymbol (which is responsible of the \thanks marks) taking their original definition from latex.ltx.

\makeatletter
\def\and{%
\end{tabular}%
\begin{tabular}[t]{c}}%
\def\@fnsymbol#1{\ensuremath{\ifcase#1\or a\or b\or c\or
d\or e\or f\or g\or h\or i\else\@ctrerr\fi}}
\makeatother


I've also used \footnotemark[1] to use the same mark used by the first \thanks command.

• @HarishKumar ...copied and pasted from the linked .pdf :-) – karlkoeller Oct 1 '13 at 4:52
• @karlkoeller Awesome! Good solution :) – TrueTears Oct 1 '13 at 5:20