Putri, Anastasia Pratiwi (2022) Pemilihan Portofolio Efisien Pada Cryptocurrency Yang Terdaftar Di Badan Pengawas Perdagangan Berjangka Komoditi (Bappebti). Other thesis, Universitas Islam Riau.
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Abstract
SELECTION OF EFFICIENT PORTFOLIO ON CRYPTOCURRENCY REGISTERED AT THE COMMODITY FUTURES TRADING SUPERVISORY AGENCY (BAPPEBTI) Anastasia Pratiwi Putri ABSTRACT Cryptocurrency is a digital currency that can be used for transaction tools, using cryptography so that it is difficult to counterfeit. The crypto does not have a physical form, but can still be used as a digital asset. This study aims to determine an efficient portfolio of several cryptocurrencies by forming an Efficient Frontier Line. An efficient frontier is formed by determining the risk and return of 6 cryptocurrencies namely Bitcoin, Dogecoin, Yearn.finance, Binance Coin, Monero and Cardano. make observations or direct observations of the prices of 6 cryptocurrencies for the period January-December 2021. The results showed that the investment choice with 3 proportions of funds, namely the maximum proportion, minimum proportion and random proportion. So bitcoin is the crypto that investors always choose to invest in. Because Bitcoin is a crypto that produces an efficient portfolio with the lowest risk or maximum return.
| Item Type: | Thesis (Other) | ||||||
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| Subjects: | H Social Sciences > HD Industries. Land use. Labor H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
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| Divisions: | > Ilmu Komunikasi | ||||||
| Depositing User: | Hidayat Romi UNILAK | ||||||
| Date Deposited: | 30 Aug 2022 07:53 | ||||||
| Last Modified: | 30 Aug 2022 07:53 | ||||||
| URI: | http://repository.uir.ac.id/id/eprint/14528 |
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