Learn how the International Capital Asset Pricing Model (ICAPM) accounts for global market factors and currency risks to calculate expected asset returns.
Citations: Jagannathan, Ravi. 1985. An Investigation of Commodity Futures Prices Using the Consumption Based Intertemporal Capital Asset Pricing Model. Journal of Finance. (1)175-191.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback