Naslov
AN EVIDENCE ON RISK AND RETURN OF CRYPTOCURRENCIES

Autori
Aljinović, Zdravka ; Marasović, Branka ; Kalinić Milićević, Tea

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 16 th International Symposium on Operational Research in Slovenia, SOR'21 / Drobne, S. ; Zadnik Stirn, L. ; Kljajić Borštnar, M. ; Povh, J. ; Žerovnik, J. - Ljubljana : Slovensko društvo informatika, 2021, 495-500

ISBN
978-961-6165-57-0

Skup
16th International Symposium on Operations Research in Slovenia (SOR '21)

Mjesto i datum
Bled, Slovenija, 22.09.2021. - 24.09.2021

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
cryptocurrencies, risk, return, crisis

Sažetak
The main issue of the paper is to examine risk of cryptocurrencies in the period of more intensive trading, from the beginning of 2017 up to mid- spring 2021, thus encompassing the Covid-19 crisis period. The three risk measures are employed: standard deviation, Value at Risk and Conditional Value at Risk. There are periods, like the crisis period, when parallel to the high and growing levels of the measured risk, the appropriate return-risk ratio is increasing even with the higher rates, showing that the risk-taking investment in cryptocurrencies was cost-effective.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

POVEZANOST RADA