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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

Other Resources:
We have 2 other meanings of ICAPM in our Acronym Attic

Samples in periodicals archive:

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.
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.