Shannon Entropy: An Econophysical Approach to Cryptocurrency Portfolios

Cryptocurrency markets have attracted many interest for global investors because of their novelty, wide on-line availability, increasing capitalization, and potential profits. In the econophysics tradition, we show that many of the most available cryptocurrencies have return statistics that do not f...

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Bibliographic Details
Main Authors: Noé Rodriguez-Rodriguez, Octavio Miramontes
Format: Article
Language:English
Published: MDPI AG 2022-11-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/24/11/1583