Crossmark

Comparisons of mean-variance analysis and entropy-based approaches to portfolio selection under asymmetric returns in bear and bull markets

Crossref DOI link: https://doi.org/10.1007/s10479-025-06746-x

Published Online: 2025-08-14

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

MacLean, Leonard https://orcid.org/0000-0001-8985-8684
Zhao, Yonggan https://orcid.org/0000-0001-8226-3653
Miao, Huajian
License Information

Text and Data Mining valid from 2025-08-14

Version of Record valid from 2025-08-14
More Information

Article History

Received: 6 January 2025

Accepted: 26 June 2025

First Online: 14 August 2025

Declarations

:

: The authors have no Conflict of interest to declare.