تحليل محفظة العملات الافتراضية في إطار العائد و المخاطرة

الملخص EN

Due to the rapid development of it technology many activities have been integrated into our daily lives over the internet and have become more effective and the phenomenal growth in the number of users of the internet has led to the activation of the concepts of virtual words and the creation of a new phenomenon namely the virtual currency to facilitate financial activities such as selling and trading this virtual currency represents valuable and intangible things that are used electronically in different applications and networks such as social networks on the internet and the process of selection and analysis of the portfolio is based on two basic pillars : return and risk.

the investor chooses his portfolio among other portfolios based on his desire to achieve the return and the degree of awareness and avoidance of risk it aims to achieve the highest return at a certain level of risk or the lowest risk of a certain level of return so the subject of virtual currencies occupied a wide area of intellectual controversy generated by the emergence of measures of risk and return.

a detailed analysis of the feasibility of making a portfolio of virtual currencies was carried out in the light of the data obtained for the study samples which relied on (3) virtual currencies for the duration (1 / 1 / 2017-1 / 1 / 2018) and daily data.