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A two-stage framework for enhancing crsyptocurrency portfolio performance: Integrating credibilistic CVaR criterion with a novel asset preselection approach
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Hossein Ghanbari,
Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Validation, Visualization, Writing – original draft, Writing – review & editing
Affiliation Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran
⨯ - Sina Tavakoli,
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Mostafa Shabani,
Roles Data curation, Formal analysis, Methodology
Affiliation Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran
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Emran Mohammadi ,
Roles Supervision, Validation, Writing – review & editing
* E-mail: E_mohammadi@iust.ac.ir
Affiliation Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran
⨯ - Seyed Jafar Sadjadi,
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Ronald Ravinesh Kumar
Roles Conceptualization, Data curation, Supervision, Writing – review & editing
Affiliation Department of Economics and Finance, The Business School, RMIT University, Saigon South Campus, Ho Chi Minh City, Vietnam
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https://orcid.org/0000-0002-7815-155X
A two-stage framework for enhancing crsyptocurrency portfolio performance: Integrating credibilistic CVaR criterion with a novel asset preselection approach
- Hossein Ghanbari,
- Sina Tavakoli,
- Mostafa Shabani,
- Emran Mohammadi,
- Seyed Jafar Sadjadi,
- Ronald Ravinesh Kumar
- Published: July 21, 2025
- https://doi.org/10.1371/journal.pone.0325973