Fahad Saleh

McGill University - Desautels Faculty of Management

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

  • McGill University - Desautels Faculty of Management

SCHOLARLY PAPERS

6

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Top 30,206

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1,467

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Scholarly Papers (6)

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1.

Volatility and Welfare in a Crypto Economy

Number of pages: 32 Posted: 29 Aug 2018 Last Revised: 11 May 2019
Fahad Saleh
McGill University - Desautels Faculty of Management
Downloads 305 (96,682)

Abstract:

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Cryptocurrency, Blockchain, Volatility, Proof-of-Work, Stable Coin, FinTech

2.

A Note on CDS Returns

Number of pages: 25 Posted: 13 Jun 2017
Patrick Augustin and Fahad Saleh
McGill University, Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads 228 (130,976)

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Correlations, Credit Default Swaps, Derivatives, Hedge Ratios, ISDA

3.

Proof-of-Work’s Limited Adoption Problem

NYU Stern School of Business
Number of pages: 36 Posted: 20 Mar 2019
Franz J. Hinzen, Kose John and Fahad Saleh
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and McGill University - Desautels Faculty of Management
Downloads 101 (257,675)

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Blockchain, Proof-of-Work, Limited Adoption, FinTech, Stake

4.

An Economic Covariance Model of Stock-Bond Dynamics

Number of pages: 29 Posted: 23 Jun 2018
Fahad Saleh
McGill University - Desautels Faculty of Management
Downloads 38 (422,734)

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Bonds, Correlations, DCC, Equity, Fixed Income, Stocks, Volatility

5.

Evolution of Shares in a Proof-of-Stake Cryptocurrency

Number of pages: 15 Posted: 20 May 2019
Ioanid Rosu and Fahad Saleh
HEC Paris - Finance Department and McGill University - Desautels Faculty of Management
Downloads 14 (543,959)

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blockchain, cryptocurrency, asset allocation, martingale, Polya urn, Dirichlet distribution

6.

Blockchain Without Waste: Proof-of-Stake

Number of pages: 43 Posted: 07 Jun 2018
Fahad Saleh
McGill University - Desautels Faculty of Management
Downloads 781

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Blockchain, Consensus, Proof-of-Stake, FinTech