title: Ð¤Ð¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ Ð¸ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ðµ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÐ¼ Ð¿Ð¾ÑÑÑÐµÐ»ÐµÐ¼ ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑ Ð² ÑÑÐ»Ð¾Ð²Ð¸ÑÑ Ð½ÐµÐ¾Ð¿ÑÐµÐ´ÐµÐ»ÐµÐ½Ð½Ð¾ÑÑÐ¸
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Formation and management of an investment portfolio of cryptocurrencies in conditions of uncertainty
Creators: name: ÐÐ½Ð´ÑÐµÐµÐ²Ð°, ÐÐ°ÑÑÑ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2024
Subjects: ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÑ
Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ñ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ
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Ð¿Ð¾ÑÑÑÐµÐ»ÑÐ½Ð°Ñ ÑÐµÐ¾ÑÐ¸Ñ ÐÐ°ÑÐºÐ¾Ð²Ð¸ÑÐ°
cryptocurrency
optimization of investment portfolio
cryptocurrency portfolio
Markowitz portfolio theory

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description: The purpose of the study is to optimize an investment portfolio of cryptocurrencies with a high level of capitalization using the Markowitz portfolio theory. The following tasks were solved: 1) study what cryptocurrency is, as well as the advantages and disadvantages of investing in it; 2) study the cryptocurrency market and methods of its regulation in countries around the world; 3) create an investment portfolio of cryptocurrencies and study each of them; 4) perform regression analysis; 5) perform optimization and analyze the results. The relevance of the topic is due to the growing interest of investors, the development of the crypto market and the small amount of research on investing in cryptocurrency. The sources of information were data from domestic and foreign scientific research literature, official Internet resources. The assessment of the cryptocurrencies selected for the investment portfolio, regression analysis and portfolio optimization using the Markowitz method were performed using the MS Office package (Excel). The results can be used both by investors who want to reduce risks and increase the profitability of their portfolios through optimization and statistical calculations, and by those who are interested in studying the cryptocurrency market.