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  2. Consumption-based capital asset pricing model - Wikipedia

    en.wikipedia.org/wiki/Consumption-based_capital...

    The CAPM can be derived from the following special cases of the CCAPM: (1) a two-period model with quadratic utility, (2) two-periods, exponential utility, and normally-distributed returns, (3) infinite-periods, quadratic utility, and stochastic independence across time, (4) infinite periods and log utility, and (5) a first-order approximation ...

  3. Roll's critique - Wikipedia

    en.wikipedia.org/wiki/Roll's_critique

    Mean-variance efficiency of the market portfolio is equivalent to the CAPM equation holding. This statement is a mathematical fact, requiring no model assumptions. Given a proxy for the market portfolio, testing the CAPM equation is equivalent to testing mean-variance efficiency of the portfolio.

  4. Capital asset pricing model - Wikipedia

    en.wikipedia.org/wiki/Capital_asset_pricing_model

    An estimation of the CAPM and the security market line (purple) for the Dow Jones Industrial Average over 3 years for monthly data.. In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.

  5. Fama–MacBeth regression - Wikipedia

    en.wikipedia.org/wiki/Fama–MacBeth_regression

    The Fama–MacBeth regression is a method used to estimate parameters for asset pricing models such as the capital asset pricing model (CAPM). The method estimates the betas and risk premia for any risk factors that are expected to determine asset prices.

  6. Factor theory - Wikipedia

    en.wikipedia.org/wiki/Factor_theory

    The original factor model is the capital asset pricing model (CAPM), which predicts that an asset's expected return in excess of the risk-free rate is wholly determined by its exposure to the market factor. More formally, an asset's expected excess return is linearly related its co-movement with the market portfolio.

  7. FBI seizes websites that North Koreans allegedly used to ...

    www.aol.com/fbi-seizes-websites-north-koreans...

    The FBI has seized multiple websites that North Korean operatives used to impersonate legitimate US and Indian businesses in a likely effort to raise money for the nuclear armed-North Korean ...

  8. Help:Download as PDF - Wikipedia

    en.wikipedia.org/wiki/Help:Download_as_PDF

    In the Print/export section select Download as PDF. The rendering engine starts and a dialog appears to show the rendering progress. When rendering is complete, the dialog shows "The document file has been generated. Download the file to your computer." Click the download link to open the PDF in your selected PDF viewer.

  9. AOL app for Android

    help.aol.com/products/aol-app

    With the new AOL mobile app, access your AOL email anywhere and receive instant email notifications. Stay on top of breaking news, trending videos and much more!