Investment risks and their measurement

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dc.contributor.authorKaminskyi, Andrii
dc.contributor.authorMotoryn, Ruslan
dc.contributor.authorPysanets, Konstantyn
dc.date.accessioned2020-10-23T10:42:21Z
dc.date.available2020-10-23T10:42:21Z
dc.date.issued2019
dc.description.abstractThe 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.en_US
dc.identifier.citationKaminskyi 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.en_US
dc.identifier.urihttps://ekmair.ukma.edu.ua/handle/123456789/18308
dc.language.isoenuk_UA
dc.relation.sourceProbability in Action.en_US
dc.statusfirst publisheduk_UA
dc.subjectrisk measurementen_US
dc.subjectasset classesen_US
dc.subjectcryptocurrencyen_US
dc.subjectCRIXen_US
dc.subjectbook chapteren_US
dc.titleInvestment risks and their measurementen_US
dc.typeBook chapteruk_UA
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