Minimum Variance Portfolio Selection is a portfolio optimization method that belongs to the class of mean-variance analysis techniques, distinguished by its objective of minimizing portfolio return variance without explicit consideration of expected returns, thereby identifying the least risky combination of assets for a given investment universe.
60
Publications
4.9K
Citations
120
Authors
94
Institutions
Publications per year
2017–2026
15
Parents
Publications
60
Gur Huberman, Shmuel Kandel · The Journal of Finance · 1987 · 537 citations
Portfolio Selection with Robust Estimation
Victor DeMiguel, Francisco J. Nogales · Operations Research · 2009 · 314 citations
1–5 of 60
Authors
120
- GF
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- VD
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- FJ
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- DD
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1–5 of 120
Institutions
94
Imperial College London
London, United Kingdom
3 h-index
4 publications
256 citations
London Business School
London, United Kingdom
3 h-index
4 publications
2.5K citations
Universidad Carlos III de Madrid
Madrid, Spain
3 h-index
3 publications
1.5K citations
Tel Aviv University
Tel Aviv, Israel
2 h-index
3 publications
711 citations
Shanghai University of Finance and Economics
Shanghai, China
2 h-index
2 publications
155 citations
University of Cologne
Cologne, Germany
2 h-index
2 publications
181 citations
Centre for Economic Policy Research
London, United Kingdom
2 h-index
6 publications
657 citations
Massachusetts Institute of Technology
Cambridge, United States
2 h-index
5 publications
78 citations
1–8 of 94
Venues
- SSRN Electronic Journal
Repository · 9 publications · 222 citations
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- The Journal of Portfolio Management
JPM · 4 publications · 234 citations
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- AStA Advances in Statistical Analysis
2 publications · 29 citations
2
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- Management Science
2 publications · 1.1K citations
2
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- Statistical Papers
2 publications · 66 citations
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