Concepedia

Portfolio Selection

Portfolio Selection is a multi-criteria decision-making problem that involves the systematic evaluation and choice of a subset of projects, assets, or alternatives subject to constraints, distinguished by its focus on achieving an optimal balance among conflicting objectives such as risk, return, resource limitations, and strategic alignment.

3.8K

Publications

245K

Citations

6.6K

Authors

2.1K

Institutions

Publications per year

2017–2026

1K

Variants

Portfolio Selection Problem

Parents

Children

Publications

3.8K

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

, , +17

Optimization of conditional value-at-risk

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

, , +17

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

, , +14

Portfolio Selection: Efficient Diversification of Investments.

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

, , +17

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.2K citations

, , +17

1–5 of 3.8K

Authors

6.6K

  1. MK
    Mukesh Kumar Mehlawat

    University of Delhi, India

    26 publications · 1.2K citations

    21

    h-index

  2. PG
    Pankaj Gupta

    University of Delhi, India

    24 publications · 1.1K citations

    20

    h-index

  3. XH
    Xiaoxia Huang

    University of Science and Technology Beijing, China

    19 publications · 1.7K citations

    19

    h-index

  4. DL
    Duan Li

    Chinese University of Hong Kong, Hong Kong SAR China

    24 publications · 3.1K citations

    19

    h-index

  5. JL
    Juuso Liesiö

    Aalto University, Finland

    20 publications · 1.2K citations

    18

    h-index

1–5 of 6.6K

Institutions

2.1K

  1. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    32 h-index

    70 publications

    7.6K citations

  2. South China University of Technology

    Guangzhou, China

    25 h-index

    106 publications

    4.2K citations

  3. Chinese Academy of Sciences

    Beijing, China

    25 h-index

    54 publications

    3.2K citations

  4. National Bureau of Economic Research

    Cambridge, United States

    24 h-index

    46 publications

    4.2K citations

  5. University of Delhi

    New Delhi, India

    22 h-index

    69 publications

    3.3K citations

  6. City University of Hong Kong

    Hong Kong, Hong Kong

    22 h-index

    48 publications

    2.5K citations

  7. Columbia University

    New York, United States

    21 h-index

    30 publications

    4.2K citations

  8. University of Minnesota

    Minneapolis, United States

    21 h-index

    27 publications

    2.2K citations

1–8 of 2.1K

Venues

  1. European Journal of Operational Research

    172 publications · 12.9K citations

    62

    h-index

  2. The Journal of Finance

    100 publications · 14.9K citations

    50

    h-index

  3. Expert Systems with Applications

    110 publications · 6.6K citations

    47

    h-index

  4. SSRN Electronic Journal

    Repository · 174 publications · 6.3K citations

    43

    h-index

  5. Management Science

    66 publications · 9.6K citations

    40

    h-index

1–5