Analysis of crypto-currency risk

Abstract

This paper analyzes six crypto-currencies, which has the highest market capitalization and were introduced to market after the 1st of October, 2016. Theoretical part includes the essence of currency, the beginning of crypto-currencies, their features and risks related to them. While the analytical part gives a deeper introduction to crypto-currencies under review, also provides both the calculation of risk measured by standard deviation and annualized assets’ returns. Period under review: 2016.10.01 – 2017.09.30. The purpose of this paper is to analyze available literature and also prepare the data for further analysis during the Master studies.