Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
「市場に連動するリスク(β)が大きいほど、要求される期待収益率が高い」というモデルです。 株主資本コスト(Re)推定の定番として使われます。 3.定義 CAPMは、資産の期待収益率が無リスク金利と市場リスクプレミアムで決まるとする一因子モデルです ...
The capital asset pricing model (CAPM) is a widely used method to estimate the cost of equity for a business, based on its risk and return profile. CAPM assumes that investors are rational, ...