Portafolios para Criptomonedas

Summary

Structural and visual analysis of cryptocurrency portfolios using asset and correlation analysis, efficient-frontier curves, and Monte Carlo simulations with geometric Brownian motion.

Context

The study compares direct purchases and financial derivatives while organizing the analysis around portfolio optimization, simulation, and graphical dashboards.

Main contributions

• Analyzes selected cryptocurrency assets and their correlation structure.
• Constructs efficient-frontier visualizations for portfolio comparison.
• Uses geometric-Brownian-motion Monte Carlo simulations and graphical dashboards to present findings.