Blar i NTNU Handelshøyskolen 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 ... -
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 ...