Concepedia

Portfolio Risk Classification

Portfolio Risk Classification is a systematic method for categorizing financial portfolios according to their aggregate exposure to various risk factors, distinguishing it from individual asset risk assessment by focusing on the holistic risk profile emerging from asset interdependencies and diversification effects.

27

Publications

1.6K

Citations

76

Authors

55

Institutions

Publications per year

2017–2026

6

Parents

Publications

27

Mutual fund styles

Stephen J. Brown, William N. Goetzmann · Journal of Financial Economics · 1997 · 497 citations · Full text

, , +17

Industry Classifications and Return Comovement

Louis K.C. Chan, Josef Lakonishok, Bhaskaran Swaminathan · Financial Analysts Journal · 2007 · 173 citations

, , +13

DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY

Svetlozar T. Rachev, Sergio Ortobelli Lozza, Stoyan V. Stoyanov et al. · International Journal of Theoretical and Applied Finance · 2008 · 113 citations

, , +17

The modern portfolio theory as an investment decision tool

Iyiola Omisore · Journal of Accounting and Taxation · 2012 · 106 citations · Full text

, , +17

An empirical analysis of the risk of crude oil imports in China using improved portfolio approach

Gang Wu, Yi‐Ming Wei, Ying Fan et al. · Energy Policy · 2007 · 69 citations

, , +16

1–5 of 27

Authors

76

  1. JL
    Josef Lakonishok

    University of Illinois Urbana-Champaign, United States

    2 publications · 184 citations

    2

    h-index

  2. WN
    William N. Goetzmann

    Yale University, United States

    2 publications · 561 citations

    2

    h-index

  3. SJ
    Stephen J. Brown

    New York University, United States

    2 publications · 561 citations

    2

    h-index

  4. BS
    Bhaskaran Swaminathan

    Cornell University, United States

    2 publications · 184 citations

    2

    h-index

  5. LK
    Louis K.C. Chan

    University of Illinois Urbana-Champaign, United States

    2 publications · 184 citations

    2

    h-index

1–5 of 76

Institutions

55

  1. National Bureau of Economic Research

    Cambridge, United States

    3 h-index

    4 publications

    209 citations

  2. Cornell University

    Ithaca, United States

    2 h-index

    2 publications

    184 citations

  3. University of Illinois Urbana-Champaign

    Urbana, United States

    2 h-index

    4 publications

    368 citations

  4. New York University

    New York, United States

    2 h-index

    2 publications

    561 citations

  5. Yale University

    New Haven, United States

    2 h-index

    2 publications

    610 citations

  6. University of California, Santa Barbara

    Santa Barbara, United States

    2 h-index

    2 publications

    139 citations

  7. Harvard University

    Cambridge, United States

    1 h-index

    1 publications

    18 citations

  8. Kent State University

    Kent, United States

    1 h-index

    5 publications

    285 citations

1–8 of 55

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 117 citations

    5

    h-index

  2. The Journal of Portfolio Management

    JPM · 2 publications · 69 citations

    2

    h-index

  3. Journal of Property Valuation and Investment

    1 publications · 58 citations

    1

    h-index

  4. Energy Policy

    1 publications · 69 citations

    1

    h-index

  5. Information Fusion

    1 publications · 64 citations

    1

    h-index

1–5