Concepedia

Portfolio Analytics

Portfolio Analytics is a financial analytics discipline that systematically evaluates the performance, risk, and composition of investment portfolios to optimize asset allocation and support strategic decision-making in portfolio management.

1.8K

Publications

112.5K

Citations

3.3K

Authors

1.4K

Institutions

Publications per year

2017–2026

624

Parents

Children

Publications

1.8K

Portfolio Selection: Efficient Diversification of Investments.

H. S. Houthakker, Harry M. Markowitz · Journal of the American Statistical Association · 1962 · 3.7K citations

, , +17

Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks

Kent Daniel, Mark Grinblatt, Sheridan Titman et al. · The Journal of Finance · 1997 · 3.1K citations

, , +17

A Simplified Model for Portfolio Analysis

William F. Sharpe · Management Science · 1963 · 2.7K citations

, , +12

A Test of the Efficiency of a Given Portfolio

Michael R. Gibbons, Stephen A. Ross, Jay Shanken · Econometrica · 1989 · 2.5K citations

, , +17

Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses

Russ Wermers · The Journal of Finance · 2000 · 1.9K citations

, , +14

1–5 of 1.8K

Authors

3.3K

  1. EJ
    Edwin J. Elton

    New York University, United States

    13 publications · 937 citations

    12

    h-index

  2. MJ
    Martin J. Gruber

    New York University, United States

    11 publications · 861 citations

    11

    h-index

  3. HM
    Harry M. Markowitz

    University of California San Diego, United States

    10 publications · 4.7K citations

    10

    h-index

  4. AW
    Andrew W. Lo

    Massachusetts Institute of Technology, United States

    10 publications · 711 citations

    10

    h-index

  5. GZ
    Guofu Zhou

    Washington University in St. Louis, United States

    10 publications · 1.3K citations

    10

    h-index

1–5 of 3.3K

Institutions

1.4K

  1. National Bureau of Economic Research

    Cambridge, United States

    21 h-index

    44 publications

    3.9K citations

  2. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    17 h-index

    34 publications

    1.5K citations

  3. Swiss Finance Institute

    Zurich, Switzerland

    15 h-index

    28 publications

    834 citations

  4. Columbia University

    New York, United States

    15 h-index

    25 publications

    3.4K citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    15 h-index

    25 publications

    1.6K citations

  6. South China University of Technology

    Guangzhou, China

    14 h-index

    40 publications

    1.8K citations

  7. University of Toronto

    Toronto, Canada

    14 h-index

    23 publications

    2.3K citations

  8. Nanyang Technological University

    Singapore, Singapore

    13 h-index

    27 publications

    1.5K citations

1–8 of 1.4K

Venues

  1. SSRN Electronic Journal

    Repository · 185 publications · 6.4K citations

    40

    h-index

  2. The Journal of Portfolio Management

    JPM · 89 publications · 4.6K citations

    35

    h-index

  3. European Journal of Operational Research

    49 publications · 3.4K citations

    33

    h-index

  4. Expert Systems with Applications

    65 publications · 3.7K citations

    32

    h-index

  5. The Journal of Finance

    51 publications · 8.8K citations

    27

    h-index

1–5