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    Wyświetlanie 1-4 z 4
    Tytuł:
    Risk of investment in cryptocurrencies
    Ryzyko inwestycji w kryptowaluty
    Autorzy:
    Kozak, S.
    Gajdek, S.
    Powiązania:
    https://bibliotekanauki.pl/articles/2048628.pdf
    Data publikacji:
    2021
    Wydawca:
    Akademia Bialska Nauk Stosowanych im. Jana Pawła II w Białej Podlaskiej
    Tematy:
    investment
    financial markets
    cryptocurrency
    risk
    Opis:
    Subject and purpose of work: Cryptocurrencies are a phenomenon that has been strengthening its place in the world of finance for over ten years and which is becoming a frequent investment tool. The aim of this study is to compare the level of risk measures of investments in the cryptocurrency market with investments in global capital markets in 2011-2020. Materials and methods: The study used the quotations of the analysed instruments. The level of risk was estimated using standard deviation and semi-standard deviation of daily logarithmic rates of return. Results: Investment in cryptocurrencies is more risky than in shares of the largest international companies. The level of risk decreases with the duration of the cryptocurrency presence on the market. Conclusions: Achieving extraordinary rates of return generates an increased demand and volatility of cryptocurrencies’ quotations. The level of risk of investing in cryptocurrencies is much higher than in the indexes of global capital exchanges.
    Źródło:
    Economic and Regional Studies; 2021, 14, 3; 294-304
    2083-3725
    2451-182X
    Pojawia się w:
    Economic and Regional Studies
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Comparison of selected portfolio strategies based on the example of cryptocurrency portfolios
    Porównanie wybranych strategii portfelowych na przykładzie portfeli kryptowalut
    Autorzy:
    Kądziołka, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/2048990.pdf
    Data publikacji:
    2021
    Wydawca:
    Akademia Bialska Nauk Stosowanych im. Jana Pawła II w Białej Podlaskiej
    Tematy:
    cryptocurrency portfolios
    hierarchical clustering
    Markowitz portfolio
    semivariance
    conditional value at risk
    Opis:
    Subject and purpose of work: The purpose of this work was to compare selected portfolio strategies in terms of return rates in order to answer the question whether the method of determining the weights of the portfolio and reduction of the number of portfolio elements characterized by strong positive correlation of rates of return have an impact on its profitability. Materials and methods: The analysis used publicly available data, selected portfolio methods and hierarchical clustering. Both short- and long-term investment strategies were examined. Results: None of analyzed strategies allows to achieve higher rates of return in any given (arbitrarily selected) period than other analyzed strategies. Portfolios with a reduced number of elements in most cases did make it possible to achieve a higher rate of return than the benchmark portfolios consisting of 15 cyptocurrencies. Conclusions: While making investment decisions, one should bear in mind that the realized rate of return may significantly differ from the expected rate of return of the portfolio, which is only a forecast.
    Źródło:
    Economic and Regional Studies; 2021, 14, 1; 44-60
    2083-3725
    2451-182X
    Pojawia się w:
    Economic and Regional Studies
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The PROMETHEE II method in multi-criteria evaluation of cryptocurrency exchanges
    Metoda PROMETHEE II w wielokryterialnej ocenie giełd kryptowalut
    Autorzy:
    Kądziołka, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/2048732.pdf
    Data publikacji:
    2021
    Wydawca:
    Akademia Bialska Nauk Stosowanych im. Jana Pawła II w Białej Podlaskiej
    Tematy:
    k-means algorithm
    hierarchical clustering
    cryptocurrency exchanges
    composite indicator
    weighting scheme
    PROMETHEE II
    Opis:
    Subject and purpose of work: The aim of this work is to present the application possibilities of PROMETHEE II method used to create a ranking of cryptocurrency exchanges as well as comparing the results of multi-criteria and multi-dimensional analysis. A simulation method for determining the weights of criteria is proposed, which maximizes the similarity of the final ranking to the other ones. Materials and methods: PROMETHEE II method and taxonomic measure were used to create rankings of exchanges. Hierarchical clustering combined with the k-means algorithm was used to identify groups of exchanges with a similar level of the values of net flows. Publicly available data published on the Internet were analysed. Results: There was a high consistency in the ordering of exchanges when a multi-criteria and a multi-dimensional approach were used. Four groups of exchanges with a similar level of the values of net flows were identified. Exchanges in group one were characterized by the highest average net flows. Conclusions: The multi-criteria approach can be used as an alternative to the multi-dimensional assessment of cryptocurrency exchanges. The proposed simulation method for determining the weights of criteria can be helpful in case the researcher has no information about the importance of the criteria.
    Źródło:
    Economic and Regional Studies; 2021, 14, 2; 131-145
    2083-3725
    2451-182X
    Pojawia się w:
    Economic and Regional Studies
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The problem of assessment of linear ordering methods
    Problem oceny metod porządkowania liniowego
    Autorzy:
    Kądziołka, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/2048791.pdf
    Data publikacji:
    2021
    Wydawca:
    Akademia Bialska Nauk Stosowanych im. Jana Pawła II w Białej Podlaskiej
    Tematy:
    composite indicator
    PROMETHEE II
    cryptocurrency exchanges
    selection of the linear ordering method
    assessment of the correctness of linear ordering methods
    Opis:
    Subject and purpose of work: The aim of the work is to present and compare the results of selected procedures for assessing linear ordering methods. The considerations were carried out on the example of taxonomic measures of the security of cryptocurrency exchanges. Materials and methods: Publicly available data published on internet portals were used to assess the security of cryptocurrency exchanges. Composite indicators were created using the standardized sum method. The selection of the final representative was made on the basis of the similarity of rankings, the choice of the measure from the so-called efficient frontier, aggregate measure of the correctness of linear ordering methods and the PROMETHEE II method. Results: According to the values of all selected composite indicators, the Gemini exchange was the best in terms of the adopted criteria. Conclusions: Each of the analyzed procedures for selecting the final linear ordering method has its own logic, advantages and disadvantages.
    Źródło:
    Economic and Regional Studies; 2021, 14, 4; 391-408
    2083-3725
    2451-182X
    Pojawia się w:
    Economic and Regional Studies
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-4 z 4

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