Sökning: "Cryptocurrency portfolios"

Visar resultat 6 - 10 av 14 uppsatser innehållade orden Cryptocurrency portfolios.

  1. 6. Bitcoins Volatility : A study about correlation between bitcoins volatility and the volatility of the S&P 500 index and the commodity gold.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Persson Nicole; Blomqvist Philippa; [2022]
    Nyckelord :GARCH; Bitcoin; Cryptocurrency; Gold; S P 500; Volatility;

    Sammanfattning : This study explores Bitcoin’s volatility characteristics using different extensions of the GARCH model. The volatility characteristics of bitcoin are compared with to a gold commodity and the S&P 500 index. LÄS MER

  3. 7. Portfolio Optimization – Bitcoin & Downside Risk

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Vilgot Kraft; [2022]
    Nyckelord :Bitcoin; Portfolio Optimization; Conditional Value-at-Risk; Sharpe Ratio; Downside Risk; Business and Economics;

    Sammanfattning : The purpose of this paper is to analyze how the inclusion of cryptocurrency, specifically Bitcoin, affects downside risk in a diversified portfolio. The analysis utilizes a number of performance measures and combines Modern Portfolio Theory with a Post-Modern Portfolio Theory optimization in order to evaluate different portfolios. LÄS MER

  4. 8. A Study on the Market and Movements of Cryptocurrencies

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :William Isaksson; [2022]
    Nyckelord :Risk management; Portfolio analysis; Cryptocurrency; Nasdaq; Style analysis; PCA; Blockchain.;

    Sammanfattning : There has been much debate among investors on the benefits cryptocurrencies can have for portfolios and how their prices moves in the market. It is not difficult to see that cryptocurrencies are very volatile, yet that does not prevent investors from pouring tons of money in crypto-investments that either generate huge returns or catastrophic losses. LÄS MER

  5. 9. Establishing the nature of Bitcoin : A DCC-GARCH analysis

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Amanda Ekstrand; Mateusz Musial; [2022]
    Nyckelord :;

    Sammanfattning : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. LÄS MER

  7. 10. Bitcoins roll i en Investeringsportfölj : A Mean-Variance Analysis of the Diversification Benefits

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Vidar Nyqvist; Mario Milic; [2021]
    Nyckelord :Cryptocurrency; Bitcoin; Gold; Portfolio optimization; Mean-Variance; Sharpe ratio; Diversification; Kryptovaluta; Bitcoin; Guld; Portföljoptimering; Mean-Variance; Sharpekvot; Diversifiering;

    Sammanfattning : The aim of this thesis is to explore the role of bitcoin in an investment portfolio. The paper examines the nature of bitcoin and additionally how bitcoin compares to gold when included in an investment portfolio. LÄS MER