Publication
Os fundamentos das cripto moedas
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| 1.11 MB | Adobe PDF |
Authors
Abstract(s)
As Cripto Moedas são um tema que recentemente tem vindo a ganhar notoriedade pela sua forma de criar valor.
Nesta dissertação foi feito um estudo sobre a devida perceção das Cripto Moedas, relativamente à taxonomia e regulação. Para tal foi elaborado um estudo distinto de Cripto Moeda e de Blockchain.
Também foram analisadas as barreiras à implementação de uma Cripto Moeda que funcione em paridade com uma moeda fiat, não obstante da inexistência de uma situação real da sua implementação.
Também foi abordado a rendibilidade de uma carteira de ativos com Cripto Moedas onde foi demonstrado que é possível obter rendibilidades consideráveis. A composição ótima da carteira aponta para uma rendibilidade de 257,62% e um desvio padrão de 0,5424 com proporções de, 9,7% em DOGE, 1,8% em XRP, 34% em ETH e 54,5% em BTC, considerando uma maximização da rendibilidade por unidade de risco a assumir.
Quanto à carteira de menor variância esta tem uma rendibilidade de 203,86% e um desvio padrão de 0,4819 com proporções de cerca de 4,8 % em DOGE, 22 % em XRP, 29,2 % em ETH e 44% em BTC.
Por último, é sugerida uma Cripto Moeda que possa resolver problemas atuais em diversas áreas como a segurança e lazer, assim como o paradigma dos “Fundamentos das Cripto Moedas”.
ABSTRACT: Cryptocurrencies lately are something that has been gaining notoriety by its way of creating value. In this thesis it was done a study towards the due perception of Cryptocurrencies and its taxonomy and regulation. In that regard this study tries to separate Cryptocurrencies and Blockchain. It was also analysed the barriers to the implementation of a Central Bank Digital Currency that is in parity with a fiat currency, even tough, there isn’t a real scenario where this was applied yet. It was also evaluated the gains of a portfolio of assets with Cryptocurrencies, where it is shown that it is possible to have good portfolio with considerable returns. As for the portfolio of cryptocurrencies with a return of 257,62% and a risk of 0,5424 with the following proportions, 9,7% on DOGE, 1,8% on XRP, 34% on ETH and 54,5% on BTC, considering the criteria of maximization of the return per increment of risk. As for the MVP, its return is of 203,86% with a risk of 0,4819 with proportions of 4,8% on DOGE, 22% on XRP, 29,2% on ETH and 44% on BTC. In final regards, a suggestion of a Cryptocurrency that can solve nowadays problems in different industries, such as security and entertainment, as well as trying to give an answer to the “Fundamentals of Cryptocurrencies”.
ABSTRACT: Cryptocurrencies lately are something that has been gaining notoriety by its way of creating value. In this thesis it was done a study towards the due perception of Cryptocurrencies and its taxonomy and regulation. In that regard this study tries to separate Cryptocurrencies and Blockchain. It was also analysed the barriers to the implementation of a Central Bank Digital Currency that is in parity with a fiat currency, even tough, there isn’t a real scenario where this was applied yet. It was also evaluated the gains of a portfolio of assets with Cryptocurrencies, where it is shown that it is possible to have good portfolio with considerable returns. As for the portfolio of cryptocurrencies with a return of 257,62% and a risk of 0,5424 with the following proportions, 9,7% on DOGE, 1,8% on XRP, 34% on ETH and 54,5% on BTC, considering the criteria of maximization of the return per increment of risk. As for the MVP, its return is of 203,86% with a risk of 0,4819 with proportions of 4,8% on DOGE, 22% on XRP, 29,2% on ETH and 44% on BTC. In final regards, a suggestion of a Cryptocurrency that can solve nowadays problems in different industries, such as security and entertainment, as well as trying to give an answer to the “Fundamentals of Cryptocurrencies”.
Description
Dissertação de Mestrado, Ciências Económicas e Empresariais (Finanças e Contabilidade), 21 de dezembro de 2021, Universidade dos Açores.
Keywords
Cripto Moeda Mercado Segurança Blockchain Cryptocurrencies Digital Assets Markets Security
Pedagogical Context
Citation
Soares, Emanuel Carreiro (2021). "Os fundamentos das cripto moedas", 123 p.. Dissertação de Mestrado em Ciências Económicas e Empresariais (Finanças e Contabilidade). Ponta Delgada: Universidade dos Açores. [Consult. Dia Mês Ano]. Disponível em www:<http://hdl.handle.net/10400.3/6296>