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LCAPM

It stands for local capital asset pricing model; a capital asset pricing model (CAPM) that is premised on that investors hold...

Capital Asset Pricing Model

Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

CAPM

Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

International CAPM

A capital asset pricing model (CAPM) that is based on international diversification of risk across different countries. It incorporates factors...

World CAPM

A capital asset pricing model (CAPM) that is based on international diversification of risk across different countries. It incorporates factors...

ICAPM

A capital asset pricing model (CAPM) that is based on international diversification of risk across different countries. It incorporates factors...

Industry Beta

The weighted average of betas of stocks or businesses in the same industry group. It is a proxy for systematic...

Domestic CAPM

A capital asset pricing model (CAPM) that is premised on that investors hold only the assets of a specific country (usually where...

Local CAPM

A capital asset pricing model (CAPM) that is premised on that investors hold only the assets of a specific country (usually where...