Search: portfolio diversification — Academic Articles

Do stock markets exhibit cyclical market efficiency? Emerging markets’ perspective

T. Mallikarjunappa, Diana Saldanha, Iqbal Thonse Hawaldar • Cogent Economics & Finance (2025)

This article assesses cyclical market efficiency under different market conditions. We examine the cyclical return predictability, the time-varying effectiveness of trading strategies and their profitability, along with the relationships be...

DOAJ Open Access (DOAJ) DOI: 10.1080/23322039.2025.2476094

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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

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Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm

Imma Lory Aprea, Gianni Bosi, Gabriele Sbaiz, Salvatore Scognamiglio • Mathematics (2025)

In this paper, we tackle a bi-objective optimization problem in which we aim to maximize the portfolio diversification and, at the same time, minimize the portfolio volatility, where the ESG (Environmental, Social, and Governance) informati...

DOAJ Open Access (DOAJ) DOI: 10.3390/math13203308

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Academic Articles & Research Papers

Do stock markets exhibit cyclical market efficiency? Emerging markets’ perspective

Entropy-Based Portfolio Optimization in Cryptocurrency Markets: A Unified Maximum Entropy Framework

Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm