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ICAPM

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AcronymDefinition
ICAPMIntertemporal Capital Asset Pricing Model


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securities were distributed in foreign portfolios at year-end 2001 according to the ICAPM allocation, each country would hold 50 percent of its equity portfolio and 45 percent of its long-term debt portfolio in U.
Recent developments in cross-border investment in securities by Griever, William L. / Federal Reserve Bulletin
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