Master'sOpen Access

A portfolio optimization model proposal for crypto assets

2025
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Advisor: Prof. Dr. Yusuf Tansel İç

Abstract (EN)

In this study, a market assessment study was conducted using the experimental design model for crypto assets specific to Bitcoin. Here, a comparative experimental design model was put forward with the effects of socio-economic factors on price and volume in the Bitcoin market, and the appropriateness of the results obtained was also tested. A model was developed that reveals what kind of effects positive or negative changes in the factors defined as price, volume, and behavioral factors can have on increasing or decreasing the market prices and volumes in the Bitcoin market. The model can also present to the user which factor conditions can be realized by considering the economic expansion or contraction conditions of different expectations specific to changing the market prices and volume increase or decrease responses.

Author

Dr. Ahmet Batuhan Çimenova

Institution

How to Cite

Ahmet Batuhan Çimenova (Master Thesis). A portfolio optimization model proposal for crypto assets, 2025, Baskent University.

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