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Consumption-based capital asset pricing model

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The Consumption-based Capital Asset Pricing Model (CCAPM) is used in finance 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.

References

  • "Investopedia "Consumption Capital Asset Pricing Model - CCAPM"". Retrieved 2006-11-04.