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

An alternative term for systematic risk premium; the risk premium for systematic risk. It is the risk premium against the...

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

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

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

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

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

A capital asset pricing model (CAPM) which views risk as coming from several sources. More specifically, in this model, systematic...

A capital asset pricing model (CAPM) which views risk as coming from several sources. More specifically, in this model, systematic...

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