Blar i Fakultet for økonomi (ØK) på tidsskrift "Cogent Economics & Finance"
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Can Bitcoin be a diversifier, hedge or safe haven tool?
(Journal article; Peer reviewed, 2019)This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major developed and developing markets, as well as for commodities. This paper employs the GARCH Dynamic Conditional ... -
Constant relative risk aversion utility and consumption CAPM: discount factors and risk aversions for Norway, Sweden, and the UK
(Journal article; Peer reviewed, 2024)This paper applies the newly suggested Markov chained Monte Carlo Surface Sampling Algorithm of Zappa estimating European discount factors and relative risk aversions for the CRRA utility functions based on the consumption ... -
The difference between Modigliani–Miller and Miles–Ezzell and its consequences for the valuation of annuities
(Peer reviewed; Journal article, 2021)This paper addresses the differences between the Modigliani-Miller [M&M] model (1958, 1963) and the Miles-Ezzell [M&E] model (1980, 1985). The main difference between these two models concerns the stochasticity of the free ...