First define what you mean by boosting + your goal of boosting.
For example, if you're running paid traffic to your agency home page, consider if this is useful (monetizes).
Likely best to "boost" (I'm guessing you mean running traffic to) artist pages + then have artist pages point to a category (containing related artists) + have category pages reference your home page.
Google the term siloing for more information about various silo strategies.
Start with how you expect to monetize your efforts + design your site silo.
If you're talking about Facebook I would say you're better off spending your money running direct adds to a specific demographic than boosting a page.
If you were talking about search engine optimization I would say both. You could start with the agency page and build a sub page for the artist and optimize both for the best experience.