- A version of the capital asset pricing model derived by Merton that includes extra-market sources of risk referred to as factor. The New York Times Financial Glossary
Financial and business terms. 2012.
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multifactor CAPM — A version of the capital asset pricing model derived by Robert Merton that includes extra market sources of risk referred to as factors. Related: arbitrage pricing theory … Financial and business terms
Eugene Fama — Chicago School Of Economics Eugene Fama (left) winning the inaugural Morgan Stanley American Finance Association Award … Wikipedia
ICAPM — The Intertemporal Capital Asset Pricing Model, or ICAPM, is a linear factor model with wealth and state variable that forecast changes in the distribution of future returns or income.The main difference between ICAPM and standard CAPM is additing … Wikipedia