Concepedia

Portfolio Theory

Portfolio Theory is a foundational framework in financial economics that specifies the optimal allocation of assets within a portfolio by balancing expected return against risk, distinguished from other investment models by its reliance on mean-variance analysis to achieve diversification and efficient frontier optimization.

8.2K

Publications

652.6K

Citations

10.5K

Authors

3.1K

Institutions

Publications per year

2017–2026

1.7K

Parents

Children

Publications

8.2K

On Persistence in Mutual Fund Performance

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

, , +17

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

, , +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

, , +17

An Intertemporal Capital Asset Pricing Model

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

, , +17

Optimization of conditional value-at-risk

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

, , +17

1–5 of 8.2K

Authors

10.5K

  1. EJ
    Edwin J. Elton

    New York University, United States

    32 publications · 6.7K citations

    28

    h-index

  2. HL
    Haim Levy

    Hebrew University of Jerusalem, Israel

    34 publications · 5.3K citations

    26

    h-index

  3. RU
    Raman Uppal

    Ecole des Hautes Etudes Commerciales du Nord, France

    32 publications · 8.4K citations

    26

    h-index

  4. MJ
    Martin J. Gruber

    New York University, United States

    29 publications · 3.5K citations

    25

    h-index

  5. FJ
    Frank J. Fabozzi

    Ecole des Hautes Etudes Commerciales du Nord, France

    32 publications · 2.5K citations

    24

    h-index

1–5 of 10.5K

Institutions

3.1K

  1. National Bureau of Economic Research

    Cambridge, United States

    73 h-index

    319 publications

    43.2K citations

  2. Columbia University

    New York, United States

    50 h-index

    146 publications

    16.6K citations

  3. Centre for Economic Policy Research

    London, United Kingdom

    49 h-index

    150 publications

    10.5K citations

  4. New York University

    New York, United States

    47 h-index

    123 publications

    17.5K citations

  5. University of Pennsylvania

    Philadelphia, United States

    46 h-index

    103 publications

    12.5K citations

  6. London Business School

    London, United Kingdom

    45 h-index

    84 publications

    22.7K citations

  7. Duke University

    Durham, United States

    44 h-index

    80 publications

    12.7K citations

  8. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    41 h-index

    112 publications

    10.2K citations

1–8 of 3.1K

Venues

  1. The Journal of Finance

    309 publications · 101.7K citations

    124

    h-index

  2. SSRN Electronic Journal

    Repository · 945 publications · 36.7K citations

    86

    h-index

  3. Review of Financial Studies

    91 publications · 31.9K citations

    72

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 202 publications · 20.6K citations

    71

    h-index

  5. Management Science

    168 publications · 20.2K citations

    69

    h-index

1–5