Valuation Library

Core Corpus

The minimum literature map for serious crypto valuation work.

This corpus separates valuation method, asset-pricing evidence, tokenomics, monetary premium, market structure, and policy classification. It is not a reading list for hype. It is the source layer behind Crypto Value Lab’s framework work.

20 Entries
8 Categories
15 Core tier entries

Valuation Foundations

3 curated entries.

Valuation Foundations Core Book

Investment Valuation

Aswath Damodaran · 2012

Canonical valuation text for cash flows, discount rates, growth assumptions, relative valuation, and intrinsic value discipline.

Baseline language for converting uncertain future economics into explicit assumptions and valuation ranges.

Frameworks

DCFRelative valuationCost of capitalNarrative valuation

Assets

All assets

Tags

tradfivaluationmethod
Valuation Foundations Core Book

Narrative and Numbers

Aswath Damodaran · 2017

Connects valuation models to narrative discipline and shows how stories translate into numbers.

Essential for crypto because token valuation often starts as narrative and must be forced into explicit drivers.

Frameworks

Narrative valuationScenario analysis

Assets

All assets

Tags

tradfivaluationnarratives
Valuation Foundations Bridge Book

Financial Statement Analysis and Security Valuation

Stephen H. Penman · 2012

Framework for linking accounting information, profitability, residual income, and valuation.

Useful mainly as a contrast case: most crypto assets lack conventional financial statements, so the absence itself becomes a valuation classification problem.

Frameworks

Residual incomeAccounting-based valuation

Assets

Cash-flow assetsProtocols with revenue

Tags

tradfiaccountingvaluation

Asset Pricing Foundations

5 curated entries.

Asset Pricing Foundations Core Book

Asset Pricing

John H. Cochrane · 2005

Unifies asset pricing around the stochastic discount factor and expected discounted payoffs.

Useful for asking whether crypto returns are priced risk, behavioral demand, monetary premium, or network-option exposure.

Frameworks

SDFRisk premiaDiscounted payoff

Assets

All assets

Tags

asset-pricingrisktheory
Asset Pricing Foundations Core Academic paper

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

William F. Sharpe · 1964

Classical CAPM framework linking expected return to systematic risk exposure.

Useful as a foil for testing whether crypto assets behave like financial risk assets, monetary assets, or hybrids.

Frameworks

CAPMExpected returnSystematic risk

Assets

All risky assets

Tags

asset-pricingCAPMrisk
Asset Pricing Foundations Core Academic paper

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

John Lintner · 1965

Independent formulation of equilibrium risk asset valuation and portfolio selection under uncertainty.

Part of the classical baseline crypto valuation must either map into or explicitly depart from.

Frameworks

CAPMPortfolio theoryRisk premia

Assets

All risky assets

Tags

asset-pricingCAPMrisk
Asset Pricing Foundations Core Academic paper

The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · 1992

Shows that size and book-to-market explain cross-sectional stock return variation beyond market beta.

Useful for asking whether crypto needs native factors rather than borrowed equity factors.

Frameworks

Factor modelsCross-sectional returns

Assets

EquitiesPotential crypto factor analogues

Tags

asset-pricingfactorsequity
Asset Pricing Foundations Bridge Academic paper

A Five-Factor Asset Pricing Model

Eugene F. Fama, Kenneth R. French · 2015

Adds profitability and investment factors to the classic Fama-French framework.

Useful as a warning against simple one-factor explanations; crypto may need multiple orthogonal drivers too.

Frameworks

Factor modelsProfitabilityInvestment

Assets

EquitiesPotential crypto factor analogues

Tags

asset-pricingfactors

Crypto Asset Pricing

2 curated entries.

Crypto Asset Pricing Core Academic paper

Risks and Returns of Cryptocurrency

Yukun Liu, Aleh Tsyvinski · 2021

Documents that cryptocurrency returns are not well explained by standard stock, currency, commodity, or macro factors.

Core bridge between empirical asset pricing and crypto-specific return drivers such as momentum, attention, and network effects.

Frameworks

Crypto factorsMomentumAttentionNetwork effects

Assets

BTCETHCrypto market

Tags

cryptoasset-pricingempirical
Crypto Asset Pricing Core Academic paper

A Three-Factor Pricing Model for Cryptocurrencies

Dehua Shen, Andrew Urquhart, Pengfei Wang · 2020

Proposes market, size, and reversal factors for cryptocurrency returns.

Useful starting point for crypto-native factor structure, even if later samples may challenge reversal versus momentum.

Frameworks

Crypto factor modelMarketSizeReversal

Assets

Crypto market

Tags

cryptofactorsasset-pricing

Crypto Valuation and Tokenomics

3 curated entries.

Crypto Valuation and Tokenomics Core Academic paper

Tokenomics: Dynamic Adoption and Valuation

Lin William Cong, Ye Li, Neng Wang · 2021

Models token value through transactional demand, network effects, and endogenous platform adoption rather than standard cash-flow discounting.

Central for protocols whose value depends on adoption feedback loops and token-mediated network usage.

Frameworks

TokenomicsNetwork effectsAdoptionTransactional demand

Assets

Protocol tokensUtility tokens

Tags

tokenomicsvaluationnetwork-effects
Crypto Valuation and Tokenomics Core Academic paper

On the Value of Virtual Currencies

Wilko Bolt, Maarten R. C. van Oordt · 2020

Develops a framework for virtual currency value through transaction use, forward-looking investor demand, and adoption dynamics.

One of the cleanest attempts to separate payment utility from speculative demand.

Frameworks

Transaction demandSpeculationAdoption

Assets

BTCPayment tokens

Tags

cryptovaluationmonetary
Crypto Valuation and Tokenomics Core empirical method Academic paper

Active Tokens and Crypto-Asset Valuation

Konstantinos Pantelidis · 2025

Introduces Active Token Balance, Active Market Capitalization, and Active Token Price using token dormancy and active holder behavior.

Useful empirical method for on-chain valuation where active supply matters more than headline circulating supply.

Frameworks

Active supplyDormancyOn-chain valuation

Assets

LINKERC-20 tokens

Tags

onchainvaluationactive-supply

Bitcoin, Monetary Premium, and Network Security

2 curated entries.

Bitcoin, Monetary Premium, and Network Security Core Working paper

An Equilibrium Valuation of Bitcoin and Decentralized Network Assets

Emiliano S. Pagnotta, Andrea Buraschi · 2018

Models demand for bitcoins and supply of hashrate, with equilibrium price determined through a fixed-point problem.

Useful because it links Bitcoin value to decentralized network security rather than treating BTC as a generic commodity.

Frameworks

Network securityHashrateEquilibrium valuation

Assets

BTCPoW assets

Tags

bitcoinnetwork-securityvaluation
Bitcoin, Monetary Premium, and Network Security Core Academic paper

Decentralizing Money: Bitcoin Prices and Blockchain Security

Emiliano S. Pagnotta · 2022

Studies Bitcoin prices and decentralized security, showing how price, miner incentives, and attack risk interact.

Important for Bitcoin monetary-premium work because security and valuation are jointly determined.

Frameworks

Bitcoin securityMiningMultiple equilibria

Assets

BTCPoW assets

Tags

bitcoinsecuritymonetary-premium

Market Structure

1 curated entries.

Market Structure Core Academic paper

Trading and Arbitrage in Cryptocurrency Markets

Igor Makarov, Antoinette Schoar · 2020

Studies crypto price formation, cross-market arbitrage spreads, segmentation, and market frictions.

Necessary for separating valuation from liquidity, segmentation, and venue-specific price distortions.

Frameworks

Market structureArbitrageSegmentation

Assets

BTCCrypto markets

Tags

market-structurearbitragecrypto

Stablecoins and Tokenization

1 curated entries.

Stablecoins and Tokenization Core policy bridge Policy paper

Stablecoins versus Tokenised Deposits: Implications for the Singleness of Money

Rodney Garratt, Hyun Song Shin, Bank for International Settlements · 2023

Compares stablecoins and tokenised deposits through the lens of monetary singleness and settlement design.

Useful for distinguishing crypto-native stablecoins from tokenized bank-money claims.

Frameworks

Singleness of moneyTokenised depositsStablecoins

Assets

StablecoinsTokenized deposits

Tags

stablecoinstokenizationpolicy

Practitioner Frameworks

3 curated entries.

Practitioner Frameworks Bridge Practitioner guide

Valuation of Cryptoassets: A Guide for Investment Professionals

Urav Soni, Olivier Fines, CFA Institute · 2023

Practitioner guide reviewing relative and fundamental valuation approaches for cryptoassets.

Useful institutional-language bridge between traditional investment professionals and crypto-native valuation methods.

Frameworks

Relative valuationFundamental valuationTokenomics

Assets

BTCETHSmart contract platforms

Tags

CFApractitionervaluation
Practitioner Frameworks Bridge Data framework

Fundamentals for Crypto

Token Terminal · 2024

Standardizes crypto network metrics such as fees, revenue, users, token incentives, and tokenholder capture.

Useful for mapping protocol activity into financial KPI language without pretending all tokens are equities.

Frameworks

RevenueFeesUsersTokenholder capture

Assets

ProtocolsDeFiL1sL2s

Tags

datafundamentalspractitioner
Practitioner Frameworks Bridge Valuation model set

ETHval Intrinsic Value Dashboard

ETHval · 2024

Aggregates multiple Ethereum valuation models across traditional and crypto-native methodological categories.

Important precedent for transparent multi-model ETH valuation and scenario-based methodology display.

Frameworks

Multi-model valuationETH valuationScenario analysis

Assets

ETH

Tags

ETHdashboardvaluation