03640ntm a22004937i 4500 000568420 CZ-PrVSE 20190720083859.0 m d cr n|||||||||| 190720s2019 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Baigaliyeva, Madina ISIS:128441 dis Optimalizace portfolia kryptoměn eng Cryptocurrency portfolio optimization / Madina Baigaliyeva 2019 ?? stran : digital, PDF soubor Vedoucí práce: Adam Borovička Bakalářská práce (Bc.)—Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky, 2019 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2019 Nowadays, investments are solid opportunities to keep or even multiply savings. More and more people are thinking about investing in cryptocurrency, because they want to earn or because they believe that someday cryptocurrency can completely substitute traditional currency. Many researchers devoted their work to portfolio selection theory. Mathematical modeling allows to apply these theories on actual dataset. The aim of this thesis is to construct cryptocurrency portfolio using mathematical models. To achieve the aim the objectives were set; firstly, to analyze cryptocurrency market, then to examine Mean-Variance and Mean-Semivariance models, finally, to apply models on dataset. This thesis, firstly, discloses short description of dataset, Bitcoin history, blockchain and mining and wallets and exchanges. Then it describes some statistical definitions and notions, afterwards Mean-Variance and Mean-Semivariance models are mathematically depicted and examined. Finally, mathematical models are applied on actual dataset. Two approaches to the models were examined: risk minimization and return maximization. We considered three terms: daily investments, monthly investments and annual investments. To sum up, portfolio constructed for investments on daily basis barely achieves 0% return at the high level of risk, according to Mean-Variance and Mean-Semivariance models. Monthly investments portfolios are loss-making, however investing in cryptocurrency for long-term can be beneficial. Risk-free portfolio has positive return, high risk portfolio has high return respectively. In result, we depicted Efficient Frontier and tables with weights of single asset for each model, so that investor can chose according to preferences. Způsob přístupu: Internet matematické metody v ekonomii [obor bakal. práce] bakalářské práce fd132403 czenas bachelor's theses eczenas Markowitz model Cryptocurrency Efficient Frontier Borovička, Adam ISIS:42042 ths Pelikán, Jan, 1943- jo2002106284 opn Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky kn20010709399 dgg https://insis.vse.cz/zp/67210/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/67210 Hlavní práce https://insis.vse.cz/zp/67210/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/67210/posudek/oponent/62308 Oponentura https://insis.vse.cz/zp/67210/podrobnosti dc:identifier NEPOSILAT VSKP vse67210 190619 67210