In the Intertemporal capital asset pricing, the state variables plays a major roles. Fama (1997) tried to give the minimum number of state variables but without identifying them.
My questions, in the ICAPM, what can be traited as "state variable" ?
Maha Alrubaie
The Liquidation Asset Model is used to assume an appropriate return on profitability. Therefore, the appropriate prices for securities can be expected if it is possible to determine the cash flows and determines whether the investment portfolio is well distributed in a manner that ensures a reduction in risk
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