A K-Means Classification and Entropy Pooling Portfolio Strategy for Small and Large Capitalization Cryptocurrencies

In this study, we propose three portfolio strategies: allocation based on the normality assumption, the skewed-Student t distribution, and the entropy pooling (EP) method for 14 small- and large-capitalization (cap) cryptocurrencies. We categorize our portfolios into three groups: portfolio 1, consi...

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Detalles Bibliográficos
Autores principales: Mba, Jules Clement, Angaman, Ehounou Serge Eloge Florentin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10453386/
https://www.ncbi.nlm.nih.gov/pubmed/37628238
http://dx.doi.org/10.3390/e25081208

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10453386/
https://www.ncbi.nlm.nih.gov/pubmed/37628238
http://dx.doi.org/10.3390/e25081208

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