A model that attempts to predict the rate of return on a risky investment by taking into account a variety of risk factors over a period of time. The expected rate of return will determine the price an investor is willing to pay.
Related information about intertemporal capital asset pricing model (ICAPM):
- Reduce Your Risk With ICAPM
Sep 3, 2009 ... Investors should understand the intertemporal capital asset pricing model ( ICAPM) and its extension of efficient markets theory in order to avoid ...
- What is intertemporal capital asset pricing model (ICAPM ...
Definition of intertemporal capital asset pricing model (ICAPM): A model that attempts to predict the rate of return on a risky investment by taking into account a ...
- Intertemporal Capital Asset Pricing and the Fama-French Three ...
by a Merton (1973) type Intertemporal Capital Asset Pricing Model (ICAPM). We also apply the model to the yields of pure discount Treasury bonds and find ...
- Intertemporal Capital Asset Pricing Model - What does ICAPM stand ...
1) Merton's (1973) intertemporal capital asset pricing model (ICAPM) predicts that investors want to hedge their exposure to stock market volatility because ...
- ICAPM Vs. CAPM | eHow.com
ICAPM Vs. CAPM. The capital asset pricing model (CAPM) and intertemporal capital asset pricing model (ICAPM) are models used to determine expected asset ...
- Author's personal copy - Georgetown University: File not found
Merton (1973) introduces an intertemporal capital asset pricing model (ICAPM) in which an asset's expected return depends on its covariance with the market ...
- An intertemporal capital asset pricing model with heterogeneous ...
This paper extends the intertemporal capital asset pricing model (ICAPM) to integrate the heterogeneous trading behavior of three groups of investors; rational ...
- The intertemporal capital asset pricing model with dynamic ...
Apr 7, 2010 ... Merton (1973) introduces an intertemporal capital asset pricing model (ICAPM) in which an asset's expected return depends on its covariance ...