Izvorni znanstveni članak
https://doi.org/10.1080/1331677X.2021.1968308
Dynamic changes and multi-dimensional evolution of portfolio optimization
Wei Zhou
Wenqiang Zhu
Yan Chen
Jin Chen
Sažetak
Although there has been an increasing number of studies investigate portfolio optimization from different perspectives, few
attempts could be found that focus on the development trend
and hotspots of this research area. Therefore, it motivates us to
comprehensively investigate the development of portfolio optimization research and give some deep insights into this knowledge domain. In this paper, some bibliometric methods are
utilized to analyse the status quo and emerging trends of
portfolio optimization research on various aspects such as
authors, countries and journals. Besides, ‘theories’, ‘models’ and
‘algorithms’, especially heuristic algorithms are identified as the
hotspots in the given periods. Furthermore, the evolutionary analysis tends to presents the dynamic changes of the cutting-edge
concepts of this research area in the time dimension. It is found
that more portfolio optimization studies were at an exploration
stage from mean-variance analysis to consideration of multiple
constraints. However, heuristic algorithms have become the driving force of portfolio optimization research in recent years. Multidisciplinary analyses and applications are also the main trends of
portfolio optimization research. By analysing the dynamic changes
and multi-dimensional evolution in recent decades, we contribute
to presenting some deep insights of the portfolio optimization
research directly, which assists researchers especially beginners to
comprehensively learn this research field.
Ključne riječi
Portfolio optimization; dynamic changes; multidimensional evolution; multi-disciplinary; heuristic algorithms
Hrčak ID:
302050
URI
Datum izdavanja:
31.3.2023.
Posjeta: 181 *