Intertemporal CAPM
id:
intertemporal-capm-277-10362580
title:
Intertemporal CAPM
text:
Within mathematical finance, the intertemporal capital asset pricing model, or ICAPM, is an alternative to the CAPM provided by Robert Merton. It is a linear factor model with wealth as state variable that forecasts 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 i
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Intertemporal_CAPM
date created:
date modified:
2023-12-06T04:55:59Z
main entity:
{"identifier":"Q16065613","url":"https://www.wikidata.org/entity/Q16065613"}
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fields total:
13
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13