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Oordt, Maarten R. C. van - 2024

This paper investigates how cryptocurrencies relate to concepts such as bubbles, Ponzi-schemes and digital gold in a tractable model for cryptocurrency prices. Investors in the baseline equilibrium hold coins to sell them at a profit to future users if they anticipate in increase in...

Persistent link: https://www.econbiz.de/10014634056

Home Ownership beyond Asset and Security : Beyond Asset and Security

Elsinga, M.G. - 2007

Offers information by linking developments on home ownership with developments in the financial and labor markets in the context of globalization. This book is the conclusion of a body of research that started with a workshop held at the University of York in October 2000, and which resulted in...

Persistent link: https://www.econbiz.de/10012675910

Research in Finance

Kensinger, John F. - 2012

Contributions to Research in Finance, volume 28, include finance theory and financial practice, plus accounting issues such as reporting derivatives positions, reflecting intangible holdings, or predicting financial distress

Persistent link: https://www.econbiz.de/10012676714

Encyclopedia of Financial Models, 3 Volume Set

Fabozzi, Frank J. - 2012

An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of...

Persistent link: https://www.econbiz.de/10012676797

A new model of capital asset prices : theory and evidence

Kolari, James W.; Liu, Wei; Huang, Jianhua Z. - 2021

empirical tests using US stock returns. The ZCAPM is derived from Fischer Black's well-known zero-beta CAPM, itself a more … general form of the famous capital asset pricing model (CAPM) by 1990 Nobel Laureate William Sharpe and others. It is widely … accepted that the CAPM has failed in its theoretical relation between market beta risk and average stock returns, as numerous …