Class information for: |
Basic class information |
Class id | #P | Avg. number of references |
Database coverage of references |
---|---|---|---|
18136 | 564 | 24.4 | 38% |
Hierarchy of classes |
The table includes all classes above and classes immediately below the current class. |
Cluster id | Level | Cluster label | #P |
---|---|---|---|
1 | 4 | ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL | 3876184 |
67 | 3 | ECONOMICS//BUSINESS, FINANCE//ECON | 84262 |
144 | 2 | BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS | 23368 |
18136 | 1 | JOURNAL OF PORTFOLIO MANAGEMENT//ESTIMATION RISK//MINIMUM VARIANCE PORTFOLIO | 564 |
Terms with highest relevance score |
rank | Term | termType | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|---|
1 | JOURNAL OF PORTFOLIO MANAGEMENT | journal | 840423 | 26% | 11% | 145 |
2 | ESTIMATION RISK | authKW | 312325 | 3% | 38% | 15 |
3 | MINIMUM VARIANCE PORTFOLIO | authKW | 300766 | 2% | 56% | 10 |
4 | FINANCIAL ANALYSTS JOURNAL | journal | 242993 | 8% | 10% | 47 |
5 | GLOBAL MINIMUM VARIANCE PORTFOLIO | authKW | 216554 | 1% | 67% | 6 |
6 | NAIVE DIVERSIFICATION | authKW | 193353 | 1% | 71% | 5 |
7 | MEAN VARIANCE ANALYSIS | authKW | 184615 | 3% | 19% | 18 |
8 | QUANTITAT INVESTMENT GRP | address | 121812 | 1% | 75% | 3 |
9 | BUSINESS, FINANCE | WoSSC | 112145 | 66% | 1% | 373 |
10 | MARKOWITZ PORTFOLIO SELECTION | authKW | 108279 | 0% | 100% | 2 |
Web of Science journal categories |
Rank | Term | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|
1 | Business, Finance | 112145 | 66% | 1% | 373 |
2 | Economics | 5376 | 34% | 0% | 189 |
3 | Social Sciences, Mathematical Methods | 1209 | 6% | 0% | 33 |
4 | Operations Research & Management Science | 824 | 9% | 0% | 51 |
5 | Management | 508 | 7% | 0% | 39 |
6 | Statistics & Probability | 462 | 7% | 0% | 42 |
7 | Mathematics, Interdisciplinary Applications | 302 | 6% | 0% | 32 |
8 | Agricultural Economics & Policy | 78 | 1% | 0% | 5 |
9 | Business | 35 | 2% | 0% | 10 |
10 | Mathematics, Applied | 4 | 2% | 0% | 14 |
Address terms |
Rank | Term | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|
1 | QUANTITAT INVESTMENT GRP | 121812 | 1% | 75% | 3 |
2 | AA ADVISORS QCG ABN AMROVARIANCES | 54140 | 0% | 100% | 1 |
3 | BANK ASSETS ALLOCAT | 54140 | 0% | 100% | 1 |
4 | CADIZ ASSET MANAGEMENT | 54140 | 0% | 100% | 1 |
5 | CHAIR PL STOCHAST | 54140 | 0% | 100% | 1 |
6 | CORE EQUITIES | 54140 | 0% | 100% | 1 |
7 | CREDIT COUNTRY RISK CONTROL | 54140 | 0% | 100% | 1 |
8 | DYNAM EQU | 54140 | 0% | 100% | 1 |
9 | EQU GRP | 54140 | 0% | 100% | 1 |
10 | EQU PROPRIETARY TRADING | 54140 | 0% | 100% | 1 |
Journals |
Rank | Term | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|
1 | JOURNAL OF PORTFOLIO MANAGEMENT | 840423 | 26% | 11% | 145 |
2 | FINANCIAL ANALYSTS JOURNAL | 242993 | 8% | 10% | 47 |
3 | JOURNAL OF RISK | 44274 | 2% | 7% | 12 |
4 | JOURNAL OF EMPIRICAL FINANCE | 13303 | 2% | 2% | 12 |
5 | JOURNAL OF FINANCE | 11147 | 4% | 1% | 25 |
6 | JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 9429 | 3% | 1% | 16 |
7 | JOURNAL OF FINANCIAL ECONOMETRICS | 9054 | 1% | 3% | 6 |
8 | QUANTITATIVE FINANCE | 8211 | 2% | 1% | 14 |
9 | INVESTMENT ANALYSTS JOURNAL | 7658 | 1% | 4% | 4 |
10 | FINANCE RESEARCH LETTERS | 6873 | 1% | 2% | 8 |
Author Key Words |
Core articles |
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c: (1) Number of references referring to publications in the class. (2) Share of total number of active references referring to publications in the class. (3) Age of the article. New articles get higher score than old articles. (4) Citation rate, normalized to year. |
Rank | Reference | # ref. in cl. |
Shr. of ref. in cl. |
Citations |
---|---|---|---|---|
1 | DEMIGUEL, V , GARLAPPI, L , UPPAL, R , (2009) OPTIMAL VERSUS NAIVE DIVERSIFICATION: HOW INEFFICIENT IS THE 1/N PORTFOLIO STRATEGY?.REVIEW OF FINANCIAL STUDIES. VOL. 22. ISSUE 5. P. 1915 -1953 | 21 | 62% | 305 |
2 | JACOBS, BI , LEVY, KN , (2014) TEN INVESTMENT INSIGHTS THAT MATTER.JOURNAL OF PORTFOLIO MANAGEMENT. VOL. 40. ISSUE 5. P. 60 -67 | 17 | 94% | 0 |
3 | KOLM, PN , TUTUNCU, R , FABOZZI, FJ , (2014) 60 YEARS OF PORTFOLIO OPTIMIZATION: PRACTICAL CHALLENGES AND CURRENT TRENDS.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. VOL. 234. ISSUE 2. P. 356-371 | 25 | 52% | 24 |
4 | DEMIGUEL, V , MARTIN-UTRERA, A , NOGALES, FJ , (2013) SIZE MATTERS: OPTIMAL CALIBRATION OF SHRINKAGE ESTIMATORS FOR PORTFOLIO SELECTION.JOURNAL OF BANKING & FINANCE. VOL. 37. ISSUE 8. P. 3018-3034 | 21 | 72% | 8 |
5 | DISATNIK, D , KATZ, S , (2012) PORTFOLIO OPTIMIZATION USING A BLOCK STRUCTURE FOR THE COVARIANCE MATRIX.JOURNAL OF BUSINESS FINANCE & ACCOUNTING. VOL. 39. ISSUE 5-6. P. 806-843 | 18 | 90% | 2 |
6 | CHIU, WY , (2015) AN OPTIMAL COMBINATION OF RISK-RETURN AND NAIVE HEDGING.BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS. VOL. 29. ISSUE 3. P. 656 -676 | 19 | 79% | 0 |
7 | KOURTIS, A , DOTSIS, G , MARKELLOS, RN , (2012) PARAMETER UNCERTAINTY IN PORTFOLIO SELECTION: SHRINKING THE INVERSE COVARIANCE MATRIX.JOURNAL OF BANKING & FINANCE. VOL. 36. ISSUE 9. P. 2522-2531 | 19 | 73% | 8 |
8 | BEHR, P , GUETTLER, A , TRUEBENBACH, F , (2012) USING INDUSTRY MOMENTUM TO IMPROVE PORTFOLIO PERFORMANCE.JOURNAL OF BANKING & FINANCE. VOL. 36. ISSUE 5. P. 1414 -1423 | 21 | 66% | 5 |
9 | BEHR, P , GUETTLER, A , MIEBS, F , (2013) ON PORTFOLIO OPTIMIZATION: IMPOSING THE RIGHT CONSTRAINTS.JOURNAL OF BANKING & FINANCE. VOL. 37. ISSUE 4. P. 1232-1242 | 18 | 75% | 3 |
10 | BRENNAN, TJ , LO, AW , (2010) IMPOSSIBLE FRONTIERS.MANAGEMENT SCIENCE. VOL. 56. ISSUE 6. P. 905-923 | 14 | 100% | 4 |
Classes with closest relation at Level 1 |