Economics, Econometrics and Finance
10 months ago

New financial models challenge traditional CAPM, revolutionizing asset pricing.

Advances in Economics Management and Political Sciences
The Limitaitons and Alternatives of CAPM
Yuxin Bin

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The Capital Asset Pricing Model (CAPM) has limitations, but there are alternative models like the Intertemporal CAPM (ICAPM), Liquidity CAPM (LCAPM), Consumption CAPM (CCAPM), alpha-neutral CAPM, and sentiment-scaled model that offer improvements. These models address issues like time constraints, liquidity considerations, consumption factors, and investor behavior in asset pricing.