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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Consumption-based capital asset pricing model ： ウィキペディア英語版 Consumption-based capital asset pricing model The consumption-based capital asset pricing model (CCAPM) is used in finance and economics as an expansion of the capital asset pricing model (CAPM). The CCAPM factors in consumption as a means of understanding and calculating an expected return on investment. The CCAPM implies that the expected risk premium on a risky asset, defined as the expected return on a risky asset less the risk free return, is proportional to the covariance of its return and consumption in the period of the return.The consumption beta is included and the expected return is calculated as follows:〔Romer, David. Advanced Macroeconomics, ch. 7.〕 r= rf + B(rm - rf) r = expected return on security or portfolio rf = risk free rate B = consumption beta (of individual company or weighted average of portfolio), and rm = return from the market ==References== 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Consumption-based capital asset pricing model」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.