@article{canoptimaldiversificationbeatthenaive1,
  title = {Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies},
  author = {Heming Chen},
  year = {2025},
  eprint = {2501.12841},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2501.12841v1},
}