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...
| Published in: | Mathematics |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
|
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/10/1693 |