I'm using the capital asset pricing model (CAPM) to estimate the values of some assets.
I'm curious if there are other (simple if possible) models similar to it. I want to apply as many models on my assets as possible.
Asked
Active
Viewed 355 times
3
-
1Yes there are. http://aswathdamodaran.blogspot.pt/2011/04/alternatives-to-capm-part-1-relative.html – Konstantinos May 17 '15 at 12:45
-
As written, this is too broad. You should update your question to explain the dimension on which you are looking for models to be similar. Linear return models with a single factor? Multiple linear models? Non-linear models using the market portfolio? Models where you borrow and lend at the same rate? – BKay May 19 '15 at 13:12