Consumption-based capital asset pricing model
The consumption-based capital asset pricing model (CCAPM) is used in finance and economics as an expansion of the capital asset pricing model (CAPM). The CCAPM factors in consumption as a means of understanding and calculating an expected return on investment. The CCAPM implies that the expected risk premium on a risky asset, defined as the expected return on a risky asset less the risk free return, is proportional to the covariance of its return and consumption in the period of the return.The consumption beta is included and the expected return is calculated as follows: r= rf + B(rm - rf)
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Consumption-based capital asset pricing model
The consumption-based capital asset pricing model (CCAPM) is used in finance and economics as an expansion of the capital asset pricing model (CAPM). The CCAPM factors in consumption as a means of understanding and calculating an expected return on investment. The CCAPM implies that the expected risk premium on a risky asset, defined as the expected return on a risky asset less the risk free return, is proportional to the covariance of its return and consumption in the period of the return.The consumption beta is included and the expected return is calculated as follows: r= rf + B(rm - rf)
has abstract
Il modello di valutazione dei ...... l tasso di sconto soggettivo).
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Le modèle d'évaluation des act ...... le taux d'escompte subjectif).
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The consumption-based capital ...... nd rm = return from the market
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消費CAPM（しょうひキャップエム、英: consumpti ...... 準的なモデルでは実証パフォーマンスが悪いことが知られている。
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626,543,702
comment
Il modello di valutazione dei ...... l tasso di sconto soggettivo).
@it
Le modèle d'évaluation des act ...... le taux d'escompte subjectif).
@fr
The consumption-based capital ...... as follows: r= rf + B(rm - rf)
@en
消費CAPM（しょうひキャップエム、英: consumpti ...... 準的なモデルでは実証パフォーマンスが悪いことが知られている。
@ja
label
Consumption-based capital asset pricing model
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Modello di valutazione dei titoli basato sul consumo
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Modèle d'évaluation des actifs basé sur la consommation
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消費CAPM
@ja