Entropy-Based portfolio optimization under Varma–Tsallis Statistics: Evidence from stock markets

The North American Journal of Economics and Finance 2026

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Authors: Muhammad Sheraz, Mihăiţă Drăgan, Vasile Preda
DOI: 10.1016/j.najef.2026.102581
Cited by: 1
References: 41

Fields of Study & Subjects

Statistical Mechanics and Entropy Complex Systems and Time Series Analysis Stock Market Forecasting Methods

Publication details

Journal / source
The North American Journal of Economics and Finance
Publisher
Elsevier BV
Volume
83
Pages
102581–102581
Publication date
3 January 2026
Language
EN