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- Intertemporal_CAPM abstract "The Intertemporal Capital Asset Pricing Model, or ICAPM, was an alternative to the CAPM provided by Robert Merton. It is a linear factor model with wealth and state variable that forecast changes in the distribution of future returns or income.In the ICAPM investors are solving lifetime consumption decisions when faced with more than one uncertainty. The main difference between ICAPM and standard CAPM is the additional state variables that acknowledge the fact that investors hedge against shortfalls in consumption or against changes in the future investment opportunity set.".
- Intertemporal_CAPM wikiPageID "7634908".
- Intertemporal_CAPM wikiPageRevisionID "581703179".
- Intertemporal_CAPM hasPhotoCollection Intertemporal_CAPM.
- Intertemporal_CAPM subject Category:Finance_theories.
- Intertemporal_CAPM subject Category:Financial_economics.
- Intertemporal_CAPM subject Category:Mathematical_finance.
- Intertemporal_CAPM type Abstraction100002137.
- Intertemporal_CAPM type Cognition100023271.
- Intertemporal_CAPM type Explanation105793000.
- Intertemporal_CAPM type FinanceTheories.
- Intertemporal_CAPM type HigherCognitiveProcess105770664.
- Intertemporal_CAPM type Process105701363.
- Intertemporal_CAPM type PsychologicalFeature100023100.
- Intertemporal_CAPM type Theory105989479.
- Intertemporal_CAPM type Thinking105770926.
- Intertemporal_CAPM comment "The Intertemporal Capital Asset Pricing Model, or ICAPM, was an alternative to the CAPM provided by Robert Merton. It is a linear factor model with wealth and state variable that forecast changes in the distribution of future returns or income.In the ICAPM investors are solving lifetime consumption decisions when faced with more than one uncertainty.".
- Intertemporal_CAPM label "Intertemporal CAPM".
- Intertemporal_CAPM label "Modello intertemporale di valutazione dei titoli".
- Intertemporal_CAPM label "Modèle intertemporel d'évaluation des actifs".
- Intertemporal_CAPM sameAs Modèle_intertemporel_d'évaluation_des_actifs.
- Intertemporal_CAPM sameAs Modello_intertemporale_di_valutazione_dei_titoli.
- Intertemporal_CAPM sameAs m.0267d0z.
- Intertemporal_CAPM sameAs Q16065613.
- Intertemporal_CAPM sameAs Q16065613.
- Intertemporal_CAPM sameAs Intertemporal_CAPM.
- Intertemporal_CAPM wasDerivedFrom Intertemporal_CAPM?oldid=581703179.
- Intertemporal_CAPM isPrimaryTopicOf Intertemporal_CAPM.