Entropy-Based Portfolio Optimization in Cryptocurrency Markets: A Unified Maximum Entropy Framework
Silvia Dedu, Florentin Șerban • Entropy
(2026)
Traditional mean–variance portfolio optimization proves inadequate for cryptocurrency markets, where extreme volatility, fat-tailed return distributions, and unstable correlation structures undermine the validity of variance as a comprehens...
DOAJ
Open Access (DOAJ)
DOI:
10.3390/e28030285