Comparison of Selected Portfolio Strategies Based on the Example of Cryptocurrency Portfolios

Abstract

Subject and purpose of work: The purpose of this work was to compare selected portfolio strategies in terms of return rates in order to answer the question whether the method of determining the weights of the portfolio and reduction of the number of portfolio elements characterized by strong positive correlation of rates of return have an impact on its profitability.

Keywords

• cryptocurrency portfolios
• hierarchical clustering
• markowitz portfolio
• semivariance
• conditional value at risk
• c10
• c61
• g11