Sökning: "Cryptocurrency portfolios"

Visar resultat 11 - 14 av 14 uppsatser innehållade orden Cryptocurrency portfolios.

  1. 11. Kryptovalutors betydelse i framtida portföljer

    Kandidat-uppsats,

    Författare :Tobias Frisell; Mattias Wahman; [2020-10-12]
    Nyckelord :Cryptocurrency; Bitcoin; Bloomberg Galaxy Crypto Index; Portfolio optimization; Monte-Carlo simulation; Sharpe Ratio; Diversification;

    Sammanfattning : The aim of this thesis is to examine whether cryptocurrencies should be included in future investment portfolios or not. This thesis not only focuses on Bitcoin, but also uses the Bloomberg Galaxy Crypto Index to represent the cryptocurrency market as a whole. LÄS MER

  3. 12. Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Mikael Jurvelin Olsson; Andreas Hild; [2019]
    Nyckelord :Cointegration; Statistical arbitrage; Cryptocurrency; Pairs trading; Algorithmic trading;

    Sammanfattning : This thesis analyzes the performance and process of constructing portfolios of cryptocurrency pairs based on cointegrated relationships indicated by the Augmented Dickey-Fuller test, Johansen’s test and Phillips Peron’s test. Pairs are tested for cointegration over a 3-month and a 6-month window and then traded over a trading window of the same length. LÄS MER

  4. 13. Can Bitcoin be used as a hedge against the Swedish market? : Does Bitcoin have hedging capabilities against the OMXS30, or is it just a diversifier in a portfolio?

    Kandidat-uppsats, Stockholms universitet/Finansiering

    Författare :Camilla Law; Marja Vahlqvist; [2017]
    Nyckelord :Cryptocurrency; Bitcoin; Hedge; Diversifier;

    Sammanfattning : Bitcoin has gained more recognition than ever before, and the interest in cryptocurrencies seems to grow exponentially. Without any central government regulating Bitcoin, a global user group has adopted this new technology, which is designed to be used as a currency for trading without banks. LÄS MER

  5. 14. Bitcoin a favourable instrument for diversification? : A quantitative study on the relations between Bitcoin and global stock markets

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Dominik Krause; Nga Pham; [2017]
    Nyckelord :Bitcoin; virtual currency; Garch model; Value at Risk; portfolio optimization;

    Sammanfattning : Bitcoin is a peer to peer (p2p) payment cash system and an unregulated digital currency that is primarily designed and developed in 2008 without tender legal status. Bitcoin is so-called cryptocurrency because it uses the cryptographic function in order to secure the creation and transfer of money. LÄS MER