Portfolio Optimization with Transfer Entropy
The study incorporates transfer entropy into portfolio optimization to account for asset dependencies, showing that this method can effectively manage portfolio stability and provide a strong alternative to traditional risk measures.
Featured in No. 79 on 18 Dec 2024 · on release day
- Released
- 18 Dec 2024
- First featured
- No. 79 · 18 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 11
- Identifier
- RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005763
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