02939ntm a22005297i 4500 000545626 CZ-PrVSE 20180623130039.0 m d cr n|||||||||| 180623s2018 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Bujnošek, Tomáš ISIS:118795 dis Optimalizace portfolia na trhu kryptoměn eng Portfolio optimization on the cryptocurrency market / Tomáš Bujnošek 2018 ?? stran : digital, PDF soubor Vedoucí práce: Adam Borovička Bakalářská práce (Bc.)—Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky, 2018 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2018 The objective of this bachelor thesis is to make optimized portfolios consisting of only cryptocurrencies, where this particular type of asset was chosen for its rising popularity and author's personal involvement. In the first part, cryptocurrencies are introduced along with their main representative Bitcoin. The following theoretical chapter is focused of portfolio optimization, where the used models Mean-Variance, Mean-CVaR, Mean-Absolute Deviation and Mean-Semivariance are explained. The most extensive and important section of this thesis is the empirical analysis, where 20 cryptocurrencies are analysed and used to create portfolios utilizing the models mentioned above. The comparison of results shows that efficient frontiers are very similar, however models differ in their respective portfolio weights. Any potential investor can then choose a portfolio based on their risk-return preference and put their financial assets into it. Způsob přístupu: Internet matematické metody v ekonomii [obor bakal. práce] bakalářské práce fd132403 czenas bachelor's theses eczenas portfolio optimization semivariance Bitcoin CVaR cryptocurrencies Markowitz model Borovička, Adam ISIS:42042 ths Holý, Vladimír ISIS:116093 opn Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky kn20010709399 dgg https://insis.vse.cz/zp/63803/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/63803 Hlavní práce https://insis.vse.cz/zp/63803/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/63803/posudek/oponent/57689 Oponentura https://insis.vse.cz/zp/63803/podrobnosti dc:identifier NEPOSILAT VSKP vse63803 180623 63803