| Issue |
SHS Web Conf.
Volume 208, 2024
2024 International Workshop on Digital Strategic Management (DSM 2024)
|
|
|---|---|---|
| Article Number | 02005 | |
| Number of page(s) | 9 | |
| Section | Chapter 2: Pricing and Marketing Strategies | |
| DOI | https://doi.org/10.1051/shsconf/202420802005 | |
| Published online | 12 December 2024 | |
Research and Empirical Analysis of Optimal Virtual Currency Investment Portfolio Based on Markowitz Investment Model
Computational Finance (CFN), Col of Business (CB), City university of Hong Kong, China
* Corresponding author’s email: tli375-c@my.cityu.edu.hk
Virtual currency assets are an important component of the international investment market. This study applies the Markowitz theory model to the data of the four main virtual currency assets in the market, Bitcoin, Tether, Ethereum, and BNB, in the past year. The Markowitz theory model is used to quantitatively analyze these four virtual currency assets and obtain the short-term data distribution of the investment portfolio when considering investing in these four virtual currency assets at the same time. In the short term, this study recommends investors who are concerned about returns to short Tether, Ethereum, and BNB virtual currencies and invest in Bitcoin and BNB virtual currencies. It is recommended that investors who are concerned about both returns and risks to short Tether, Ethereum, and BNB virtual currencies and invest in Bitcoin or BNB virtual currencies. Risk assets. This study only focuses on short-term data from the past year and provides recommendations. With the development of virtual currencies, market conditions may vary.
© The Authors, published by EDP Sciences, 2024
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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