Mean–Variance–Entropy Framework for Cryptocurrency Portfolio Optimization

Portfolio optimization is a fundamental problem in financial theory, aiming to balance risk and return in asset allocation. Traditional models, such as Mean–Variance optimization, are effective, but often fail to account for diversification adequately. This study introduces the Mean–Variance–Entropy...

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Bibliografiska uppgifter

Huvudupphov:	Florentin Șerban, Bogdan-Petru Vrînceanu
Materialtyp:	Artigo
Språk:	Inglês
Utgiven:	MDPI AG 2025-05-01
Serie:	Mathematics
Ämnen:	portfolio optimization entropy-based models risk diversification cryptocurrency investment robust asset allocation mean–variance framework
Länkar:	https://www.mdpi.com/2227-7390/13/10/1693
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