Portfolio Selection and VaR Estimation: Evidence from Western Balkan Countries

Lleshaj, Llesh; Korbi, Alban

doi:10.13189/ujaf.2020.080402

Cited by 2 publications

(2 citation statements)

References 17 publications

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“…These indexes lack economic efficiency and simultaneous investing in the indexes of every exchange market turned out to be risky for investors. This research also found that the investing strategy in passive way is a better option for financial investment than the active strategy (Lleshaj & Korbi, 2020).…”

Section: Var Assessment and Selecting Portfolio For Western Balkan Co...supporting

confidence: 53%

Mitigating Loan Associated Financial Risk Using Blockchain Based Lending System

RENO¹,

CHOWDHURY²,

SADI³

2021

acs

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Lending systems in real world are not much secure and reliable as the borrower and third parties involved in this aspect may create various deceitful situations. Blockchain is a secure system where the utilization of smart contract can avoid deceptive phenomena involved in lending but the decline in exchange rate of cryptocurrency can create the opportunity to pay back less than the borrowed amount in terms of fiat money. In this paper, a blockchain and smart contract-based lending framework is designed which requires the borrower to provide Ethereum Request for Comments (ERC)-20 standard tokens as collateral to mitigate the associated risks. The smart contract feature is utilized to automate the system without any third-party management. Besides, transaction stored in the blocks creates transparency among the users of the system. To tackle the aforementioned issues, ERC-20 token value is increased periodically and the instability of the exchange rate is surveilled by the system. By the end of this paper, some test cases and charts relevant to the data set are evaluated to assess the effectiveness of the system.

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