Here's a classic article from the Journal of Finance: https://psc.ky.gov/pscecf/2012-00221/rateintervention@ag.ky.gov/10252012f/sharpe_-_CAPM.pdf

How can I create a first page that emulates the first page of this article? Or even better, one where the journal title and publication has fancy lines above and below and a smaller line separating the title and the pulication information? The article title then goes below the title. I can't seem to find many examples of this.

enter image description here

  • 4
    This seems not too difficult. Try to read the manual of memoir, for example, or the titlesec package, and try to write something. If you are stuck, post your code and somebody will help you... I'll add a screenshot to your question so it's easier to understand it. – Rmano Jul 21 at 20:51
  • I agree with Rmano. I have seen that there are any templates: one can be this it.sharelatex.com/templates/journals/journal-of-finance – Sebastiano Jul 21 at 21:12
  • @Sebastiano That appears to be the new Journal of Finance style, but I want a custom style emulating the older style (I'm not actually submitting to JoF). – cgmil Jul 21 at 21:14
  • @cgmil I have founded this at this time :-/ I'm sorry. But for my bit of experience in LaTeX you not will, never, find the same characters. It is possible recreate it with similar fonts, but it is necessary to have of the time. – Sebastiano Jul 21 at 21:17

Second try

EDIT I have 25 July added


to reduce distance between header and body text.

Here is my second try on this article. As far as I can see, most of the layout is in place, including different footnotes, header and footer, captions etc. What is left is the title page, which is not optimal, and I consider to use the titlepage-environment instead of \maketitle.

Also, the font is not correct, and since I am using KOMA-script, it is not possible to exact the textheight.

enter image description hereenter image description here

\usepackage[lf, footnotefigures]{MinionPro}



% Header and footer
\cohead[]{Capital Asset Prices}
\cehead[]{The Journal of Finance}
\setlength{\headsep}{0.25\baselineskip} % Added 25 July 2019 

% Title page


% Section

% Caption

% Footnotes

% Maketitle
  \setparsizes{\z@}{\z@}{\z@\@plus 1fil}\par@updaterelative
  \ifx\@titlehead\@empty \else
%  \vskip -1em%
    \ifx\@subject\@empty \else
      {\usekomafont{subject}{\@subject \par}}%
     \vskip 1em
    {\usekomafont{title}{\huge \@title \par}}%
    \vskip .5em
    \vskip 1em
        \lineskip .5em%

\titlehead{\centering\emph{The Journal of} FINANCE}
Vol. XIX \hfill September 1964 \hfill No. 3\\[-1ex]
\title{\large\MakeTextUppercase{Capital Asset Prices: A Theory of Market\NoCaseChange{\\}Equilibrium under Conditions of Risk}{}\NoCaseChange{\thanks{A great many  people provided  comments  on early versions  of  this paper  which  led to major improvements in the exposition. In addition to the referees,  who  were  most helpful, the author wishes to express his appreciation to Dr.  Harry  Markowitz  of  the RAND Corporation, Professor Jack Hirshleifer of the University of California at  Los Angeles, and  to ·Professors Yoram Barzel, George Brabb,  Bruce Johnson, Walter Oi and R. Haney Scott of  the University  of Washington.}}\vspace*{-0.75\baselineskip}%
\author{William F.\,Sharp\thanks{Associate Professor of Operations Research, University of Washington.}}




\textsc{One of the problems} which has plagued those attempting to predict  the
behavior of capital markets is the absence of a body of positive micro­ economic theory dealing 
with conditions of risk. Although many usef ul insights can be obtained from the traditional models 
of investment under conditions of certainty, the pervasive influence of risk in financial trans­ 
actions has forced those working in this area to adopt models of price beharior which are little 
more than assertions. A typical classroom ex­planation of the determination of capital  asset  
prices,  for example, usually begins with a caref ul and relatively rigorous description of the 
process through which individual preferences and physical relationships interact to determine an 
equilibrium pure interest rate. This is generally followed by the assertion that somehow a market 
risk-premium is also determined, with the prices of assets adjusting accordingly to account for 
differences in their risk.

A useful representation of the view of  the  capital  market  implied in such discussions is 
illustrated in Figure 1. In equilibrium, capital asset prices have adjusted so that the investor, 
if he follows rational procedures (primarily diversification), is able to attain any desired point 
along \emph{a capital market line}.\footnote{Although some discussions are also consistent with a non-linear  (but monotonic)  curve.} He may obtain a higher expected rate of return on his holdings only 
by incurring additional risk. In effect, the market presents him with two prices: the price of 
time, or the pure interest rate (shown by the intersection of the line with the horizontal axis)  
and the \emph{price of risk}, the additional expected return per unit of risk borne (the reciprocal  of 
 the slope of  the line).

At present there is no theory describing the manner in which the price of risk results from the 
basic influences of investor preferences, the physi­ cal attributes of capital assets, etc. 
Moreover, lacking such a theory, it is difficult to give any real meaning to the relationship 
between the price of a single asset and its risk. Through diversification, some of the risk 
inherent in an asset can be avoided so that its total risk is obviously not the relevant influence 
on its price; unfortunately little has been said concerning the particular risk component which is 


In the last ten years a number of economists have developed \emph{normative} models dealing with asset choice under conditions of risk. Markowitz,\footnote{Harry M.  Markowitz,  \emph{Portfolio  Selection,  Efficient  Diversification  of  Investments} (New York: John Wiley and Sons, Inc., 1959). 


First try

Creating such document is not that easy.

Here is a start using the document class scrarticl from KOMAscript, because it is easy to manipulate fonts and other attributes.

enter image description here





\title{\emph{The Journal of} FINANCE\\\vspace{\baselineskip}
Vol. XIX \hfill September 1964 \hfill No. 2\\[-1ex]
\subtitle{Capital Asset Price: A Theory of Market\NoCaseChange{\\}Equilibrium under Conditions of Risk}
\author{William F.\,Sharp}


This is a text with a strong meaning. 
This is a text with a strong meaning. This is a text with a strong meaning. This is a text with a strong meaning. This is a text with a strong meaning. This is a text with a strong meaning. This is a text with a strong meaning. This is a text with a strong meaning. 


Compile with XeLaTeX:




\makeatletter % this would go in a .cls file

  \long\def\@makefntext##1{\parindent 1em\noindent
  {\huge\textit{The Journal of} FINANCE\\}
  \kern 6pt
   \makebox[0pt][l]{Vol.\ \fin@volume}\hfill
   \makebox[0pt][r]{No.\ \fin@number}\\}

 {\thesection. }



\author{William F. Sharpe\thanks{University of Somewhere}}
\title{Capital asset prices: a theory of market equilibrium under conditions of risk%
  \NoCaseChange{\thanks{Received July 1964}}}
\Date{September 1964}



\textsc{One of the problems} which has plagued those attempting to predict
the behavior of capital markets is the absence of a body of positive


You need a Baskerville font that sports the fancy italic J and T. The one I have has no small caps, so I used another one for the purpose, namely BaskervilleF.

enter image description here

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