Please use this identifier to cite or link to this item: http://hdl.handle.net/10889/12895
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dc.contributor.advisorΓεωργόπουλος, Αντώνιος-
dc.contributor.authorΚωνσταντινόπουλος, Δημήτριος-
dc.contributor.otherKonstantinopoulos, Dimitrios-
dc.date.accessioned2019-12-21T11:35:55Z-
dc.date.available2019-12-21T11:35:55Z-
dc.date.copyright2018-09-
dc.identifier.urihttp://hdl.handle.net/10889/12895-
dc.description.abstractAs of late, we confronted a dynamic ascent of other currencies except Bitcoin and Ethereum. Against the backdrop of the global financial crisis, the total value of tokens tracked by CoinMarketCap.com, at the peak of crypto-interest, around the end of year 2017 were worth about $830 billion and are now declined to $236 billion, thus attracting substantial public attention. Accordingly, 2017 has likewise seen the coming of an expansive number of cryptocurrency-funds. Recent political and monetary occasions in Greece and Portugal make conceivable alternative investment options like the digital currency trading to be attractive. Nevertheless, regulatory and security concerns have so far kept most big money managers on the side-lines. The rationale in this study is the absence of empirical works tending to investigate crypto currencies as an investment opportunity. Therefore, in this paper, we extend the literature on crypto currency as an investment tool. In the present work, the research interest focuses mainly on risk and return of different portfolio strategies to single cryptocurrency investments and on which portfolio optimization strategy can make the best risk-return profile. For this purpose, we use Markovitz’ optimization theory and we extend it in a mean-CVaR and mean-MAD framework.el
dc.language.isoenel
dc.rights12el
dc.subjectCryptocurrencyel
dc.subjectCrypto interestel
dc.subjectCryptocurrency fundsel
dc.subject.ddc332.178el
dc.titleCryptocurrency : a new opportunity in Greek and Portuguese investmentel
dc.title.alternativeΚρυπτονομίσματα : μία νέα ευκαιρία για Έλληνες και Πορτογάλους επενδυτέςel
dc.typeThesisel
dc.contributor.committeeΜπεληγιάννης, Γρηγόριος-
dc.description.translatedabstractΣτην εργασία γίνεται μια προσπάθεια να αναλύσουμε τα κρυπτονομίσματα ως επενδυτικά εργαλεία με τη βοήθεια της σύγχρονης θεωρίας χαρτοφυλακίων.el
dc.subject.alternativeΚρυπτονομίσματαel
dc.subject.alternativeΕπενδυτικά εργαλείαel
dc.subject.alternativeΧαρτοφυλάκιαel
dc.degreeΜεταπτυχιακή Εργασίαel
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