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Stream/Area:
-
Subject:
-
Paper ID:
10.55041/IJSREM20557
Volume:
7 |
5 |
May 2023
Pages:
Publication Frequency:
Monthly (12 issues per year)
License:International Journal of Scientific Research in Engineering and Management follows the Creative Commons Attribution 4.0 (CC BY 4.0) License, allowing free use and distribution with proper attribution.
The Capital Asset Pricing Model (CAPM), which calculates an asset’s expected return depending on its risk, is a commonly used tool in this regard. Despite being widely used, the CAPM has come under fire for a number of shortcomings, including its presumptions regarding investor behavior, market efficiency, and market portfolio constraints. In order to increase the CAPM’s accuracy, this study addresses its shortcomings and offers substitute ideas. The Fama-French Three-Factor Model and the Arbitrage Pricing Theory are suggested as alternatives to the CAPM in order to address its shortcomings.
KEYWORDS
Publication Date
9/4/2023
Peer Review Type
Double-Blind Peer Review
Review Rounds: 2
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Conflict of Interest
The authors declare no conflict of interest related to this research work.
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