5) BOX 2 The Intertemporal Capital Asset Pricing Model (I-CAPM) The I-CAPM uses a time series multiple regression to measure the exposure of asset i to the set of risk factors [F.
What does ICAPM stand for?
ICAPM stands for Intertemporal Capital Asset Pricing Model
This definition appears frequently and is found in the following Acronym Finder categories:
- Business, finance, etc.
See other definitions of ICAPM
We have 2 other meanings of ICAPM in our Acronym Attic
- Interface Control Application Programming Interface
- International Center for Applied Business Intelligence
- International Coalition Against Political Islam
- International Conference on Aspartic Proteases and Inhibitors
- International Council on Animal Protection at ICH
- Internet Connection Application Programming Interface
- Internet Crimes Against Persons and Institutions
- IronCAD Application Programming Interface
- Insurance Capital Asset Pricing Model
- International Conference on Applications of Porous Media
- International Council of Alpha Phi Omega
- International Council on Animal Protection in OECD (Organisation for Economic Co-operation and Development)
- Integrated Conventional Ammunition Procurement Plan
- Intellectual Capital Partnership Program
- Interactive Configuration Management and Procurement Program
- International Circum–Arctic Paleoclimate Program
- International Conference for the Advancement of Private Practice
- International Conference on Algorithms and Architectures for Parallel Processing (IEEE)
- International Congress on Advanced Nuclear Power Plants
- Iowa Child Abuse Prevention Program
Samples in periodicals archive:
A selection of new writings and reference papers split into 4 sections: 1) Theory 2) Testing the Models 3) Market Imperfections 4) Portfolio Performance Evaluation -- Designed to provide a set of tools to help distinguish between skill, risk and luck in evaluating actively managed portfolios Report Contents: Introduction and Overview: Original section introductions by Robert Korajczyk Asset Pricing Theory: Capital Asset Prices a Theory of Market Equilibrium Under Conditions of Risk William F Sharpe Toward a Theory of Market Value of Risky Assets Jack Treynor An Intertemporal Capital Asset Pricing Model Robert C.