Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis
In the wake of recent turbulent events in the global economy, the need for robust methods to navigate uncertainties in financial markets has become increasingly apparent. Robust portfolio optimization (RPO) offers a solution by devising investment strategies that perform well even under adverse scen...
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| Format: | Article |
| Language: | English |
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Ferdowsi University of Mashhad
2024-07-01
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| Series: | Iranian Journal of Accounting, Auditing & Finance |
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| Online Access: | https://ijaaf.um.ac.ir/article_44518_5863827089b1dc99d7511cef987a813f.pdf |
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| author | Amirhossein Eskorouchi Hossein Ghanbari Emran Mohammadi |
| author_facet | Amirhossein Eskorouchi Hossein Ghanbari Emran Mohammadi |
| author_sort | Amirhossein Eskorouchi |
| collection | DOAJ |
| description | In the wake of recent turbulent events in the global economy, the need for robust methods to navigate uncertainties in financial markets has become increasingly apparent. Robust portfolio optimization (RPO) offers a solution by devising investment strategies that perform well even under adverse scenarios of uncertain inputs such as returns and covariances. This paper conducts a systematic review of recent developments and extensions in the field of RPO. Leveraging bibliometric analysis and visual mapping techniques, we scrutinize 1085 articles published between 2000 and 2023. Our analysis traces the evolution and trends within RPO, examining the interconnectedness among articles, authors, sources, countries, and keywords. The insights gleaned from our study can guide future research endeavors in this domain and aid practitioners in making more informed investment decisions. |
| format | Article |
| id | doaj-art-f6eee8ca532a4ba7b3ed2e9799209cc7 |
| institution | OA Journals |
| issn | 2717-4131 2588-6142 |
| language | English |
| publishDate | 2024-07-01 |
| publisher | Ferdowsi University of Mashhad |
| record_format | Article |
| series | Iranian Journal of Accounting, Auditing & Finance |
| spelling | doaj-art-f6eee8ca532a4ba7b3ed2e9799209cc72025-08-20T02:00:14ZengFerdowsi University of MashhadIranian Journal of Accounting, Auditing & Finance2717-41312588-61422024-07-0183759210.22067/ijaaf.2024.44518.140244518Exploring the Evolution of Robust Portfolio Optimization: A Scientometric AnalysisAmirhossein Eskorouchi0Hossein Ghanbari1Emran Mohammadi2School of Industrial Engineering, Iran University of Science and Technology, Tehran, IranSchool of Industrial Engineering, Iran University of Science and Technology, Tehran, IranDepartment of Industrial and Systems Engineering, Mississippi State University, Mississippi State 39762, USAIn the wake of recent turbulent events in the global economy, the need for robust methods to navigate uncertainties in financial markets has become increasingly apparent. Robust portfolio optimization (RPO) offers a solution by devising investment strategies that perform well even under adverse scenarios of uncertain inputs such as returns and covariances. This paper conducts a systematic review of recent developments and extensions in the field of RPO. Leveraging bibliometric analysis and visual mapping techniques, we scrutinize 1085 articles published between 2000 and 2023. Our analysis traces the evolution and trends within RPO, examining the interconnectedness among articles, authors, sources, countries, and keywords. The insights gleaned from our study can guide future research endeavors in this domain and aid practitioners in making more informed investment decisions.https://ijaaf.um.ac.ir/article_44518_5863827089b1dc99d7511cef987a813f.pdfbibliometric analysisfinancial marketsrobust portfolio optimizationuncertaintyscientometric analysis |
| spellingShingle | Amirhossein Eskorouchi Hossein Ghanbari Emran Mohammadi Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis Iranian Journal of Accounting, Auditing & Finance bibliometric analysis financial markets robust portfolio optimization uncertainty scientometric analysis |
| title | Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis |
| title_full | Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis |
| title_fullStr | Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis |
| title_full_unstemmed | Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis |
| title_short | Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis |
| title_sort | exploring the evolution of robust portfolio optimization a scientometric analysis |
| topic | bibliometric analysis financial markets robust portfolio optimization uncertainty scientometric analysis |
| url | https://ijaaf.um.ac.ir/article_44518_5863827089b1dc99d7511cef987a813f.pdf |
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