Portfolio Management

Portfolio management is the process of selecting, allocating, and monitoring a collection of financial assets to achieve specified investment objectives while optimizing risk-return characteristics according to investor constraints and preferences.

13.4K

Publications

947K

Citations

17.3K

Authors

4.3K

Institutions

Publications per year

2017–2026

3.3K

Parents

FinanceFinancial Management

Children

Active Portfolio ManagementAsset AllocationBenchmark SelectionFactor InvestingFactor-based InvestingInvestment Policy StatementLiability-driven InvestingPassive Portfolio ManagementPerformance AttributionPerformance Evaluation

Publications

13.4K

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

Business, Economics, Finance +17

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.9K citations

Business, Finance, Risk Management +17

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.8K citations

Business, Economics, Finance +17

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations

Business, Finance, Risk Management +17

1–5 of 13.4K

Authors

17.3K

EJ
Edwin J. Elton
New York University, United States
45 publications · 8.6K citations
35
h-index
MJ
Martin J. Gruber
New York University, United States
45 publications · 8K citations
35
h-index
RW
Russ Wermers
European Corporate Governance Institute, Belgium
41 publications · 10.9K citations
30
h-index
FJ
Frank J. Fabozzi
Ecole des Hautes Etudes Commerciales du Nord, France
47 publications · 3.6K citations
28
h-index
XY
Xun Yu Zhou
Chinese University of Hong Kong, Hong Kong SAR China
29 publications · 5K citations
26
h-index

1–5 of 17.3K

Institutions

4.3K

1–8 of 4.3K

Venues

The Journal of Finance
399 publications · 147K citations
160
h-index
SSRN Electronic Journal
Repository · 1.6K publications · 65K citations
107
h-index
Review of Financial Studies
152 publications · 45.3K citations
97
h-index
Journal of Financial and Quantitative Analysis
JFQA · 266 publications · 28.7K citations
82
h-index
Financial Analysts Journal
FAJ · 275 publications · 27.5K citations
82
h-index

1–5

See also Portfolio Management
Core Methods	Portfolio Optimization Asset Allocation Machine Learning Deep Learning Evolutionary Algorithms Portfolio Rebalancing Security Selection Simulated Annealing Markowitz Portfolio Theory Time Series Analysis Frontier Analysis Quantum Annealing Reinforcement Learning Clustering Minimum Variance Portfolio Selection Risk Parity Portfolio Selection Related Diversification
Portfolio Strategies	Passive Portfolio Management Active Investment Management Physical Replication Market Capitalization Weighting
Performance Evaluation	Performance Attribution Treynor Ratio Sortino Ratio Information Ratios Jensen's Alpha Current Gain
Risk Measures	Treynor Ratio Sortino Ratio Volatility Benchmark Tracking Error Current Gain Downside Risk Preference Information Ratios
Investment Constraints	Asset Allocation Risk Constraint Satisfaction Boundary Constraints Budget Constraint Design