Dementia-related diseases like Alzheimer's Disease (AD) have a tremendous social and economic cost. A deeper understanding of its underlying pathophysiologies may provide an opportunity for earlier detection and therapeutic intervention. Previous approaches for characterizing AD were targeted at single aspects of the disease. Yet, due to the complex nature of AD, the success of these approaches was limited. However, in recent years, advancements in integrative disease modeling, built on a wide range of AD biomarkers, have taken a global view on the disease, facilitating more comprehensive analysis and interpretation. Integrative AD models can be sorted in two primary types, namely hypothetical models and data-driven models. The latter group split into two subgroups: (i) Models that use traditional statistical methods such as linear models, (ii) Models that take advantage of more advanced artificial intelligence approaches such as machine learning. While many integrative AD models have been published over the last decade, their impact on clinical practice is limited. There exist major challenges in the course of integrative AD modeling, namely data missingness and censoring, imprecise human-involved priori knowledge, model reproducibility, dataset interoperability, dataset integration, and model interpretability. In this review, we highlight recent advancements and future possibilities of integrative modeling in the field of AD research, showcase and discuss the limitations and challenges involved, and finally, propose avenues to address several of these challenges.