Dr Graham Bornholt
B Economics (Hons), PhD
Lecturer, Griffith Business School
Contact details for Dr Graham Bornholt
Research expertise
- Asset pricing models, portfolio theory
- Alternative measures of risk
- Regulated pricing policy, cost of capital
- Stock selection modelling
- Behavioural finance issues
- Decision theory
- Experimental economics methods
Publications
Refereed journal articles
- Bornholt, G. (2007) Extending the Capital Asset Pricing Model: the Reward Beta Approach, Accounting and Finance, 47, 69-83.
- Bornholt, G. (2005) Two Concerns about the Cost of Capital Methodology used in Regulated Pricing Decisions, Markets, efficiency and regulation: our on-going challenge, Australasian Institute of Banking and Finance (Conference Proceedings).
Refereed conference papers
- Bornholt, G. (2006) Mean Reversion in U.S. Stock Prices. Paper presented at the 11th FINSIA-Melbourne Centre for Financial Studies Banking and Finance Conference (Melbourne, September 25-26 2006).
- Bornholt, G. (2004) Replacing the CAPM beta. Paper presented at the 9th Australasian Institute of Banking and Finance Conference.
Other unpublished papers
- Bornholt, G. (2007) The Two-Year Effect.
- Bornholt, G. (2006) Expected Utility and Mean-Risk Asset Pricing Models.
- Murgulov, Z. and Bornholt, G. (2006) New Economy Initial and Seasoned Equity Offers (paper presented by Zoltan at the annual AFAANZ Conference, July 2006).
- Bornholt, G. (2005) Modernizing Expected Utility Theory.