Learn how the International Capital Asset Pricing Model (ICAPM) accounts for global market factors and currency risks to calculate expected asset returns.

Portions of this article were drafted using an in-house natural language generation platform. The article was reviewed, fact-checked and edited by our editorial staff. The capital asset pricing model ...

High inflation and expensive equities lead to a negative risk-return relationship and shrink the equity premium to zero. Given today’s market dynamics, investors should avoid high-volatility stocks or ...

This paper highlights the complexities associated with the estimation of hurdle rates in emerging market economies and explores whether credit ratings could be used as an alternative to global CAPM ...

Learn how HML impacts stock returns within the Fama-French model, highlighting value stocks' advantage over growth stocks for strategic investment insights.