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consumption capital asset pricing model (CCAPM)

An asset valuation model that extends the capital asset pricing model to include a company's expected consumption level in a future period.

Related information about consumption capital asset pricing model (CCAPM):
  1. Consumption Capital Asset Pricing Model (CCAPM) Definition ...
    A financial model that extends the concepts of the capital asset pricing model ( CAPM) to include the amount that an individual or firm wishes to consume in the ...
     
  2. Consumption-based capital asset pricing model - Wikipedia, the free ...
    [edit] References. "Investopedia "Consumption Capital Asset Pricing Model - CCAPM"". http://www.investopedia.com/terms/c/ccapm.asp. Retrieved 2006-11- 04.
     
  3. What is consumption capital asset pricing model (CCAPM ...
    Definition of consumption capital asset pricing model (CCAPM): An asset valuation model that extends the capital asset pricing model to include a company's ...
     
  4. CCAPM - Consumption Capital Asset Pricing Model
    HTML link: <a href="http://www.acronymfinder.com/Consumption-Capital-Asset- Pricing-Model-(CCAPM).html">CCAPM</a>. Citations. MLA style: "CCAPM.
     
  5. CCAPM I: The Basic Pricing Equation « Bounded Rationality
    Jan 20, 2011 ... Over a series of two posts, we will discuss the consumption capital asset pricing model (CCAPM) and some of its results concerning expected ...
     
  6. Retesting the CCAPM Euler equations - Emerald
    Purpose – This paper seeks to reconsider the Euler equation of the Consumption Capital Asset Pricing Model (CCAPM), to derive a regression-based model to ...
     
  7. The Consumption - Real Exchange Rate Anomaly: an Asset Pricing ...
    ... based on an international version of the consumption capital asset pricing model (CCAPM) in which we account for international consumption heterogeneity.
     
  8. Modeling Asset Premiums and the Riskfree Rate in ... - SpringerLink
    We elaborate on the consumption capital asset pricing model (CCAPM) to reveal a set of underlying forces that determine asset returns. We use generalized ...