Investment risks and their measurement
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Date
2019
Authors
Kaminskyi, Andrii
Motoryn, Ruslan
Pysanets, Konstantyn
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
The article is devoted to analysis of investment risks and their measurement.
Three approaches for risk measurement are examined. These approaches have been
applied to risk estimation of basic cryptocurrencies. Statistical assessment of basic risk measures from each approach was accomplished. The investigation shows
that cryptocurrencies have completely distinctive characteristics of risk-return corresponding. It distinguishes cryptocurrencies from traditional investment assets and
from new investment opportunities. The results are important for investment and risk
management purposes.
Description
Keywords
risk measurement, asset classes, cryptocurrency, CRIX, book chapter
Citation
Kaminskyi A. Investment risks and their measurement / Andrii Kaminskyi, Ruslan Motoryn, Konstantyn Pysanets // Probability in Action / ed. by Bartosz Przysucha. - Lublin : Politechnika Lubelska, 2019. - Vol. 4. - P. 97-108.