How to cite this paper
Khazaei, P & Makui, A. (2024). Portfolio optimization in the light of factor investment: A bibliometric analysis.Accounting, 10(2), 55-66.
Refrences
Ahmed, S., Bu, Z., & Tsvetanov, D. (2019). Best of the best: A comparison of factor models. Journal of Financial and Quantitative Analysis, 54(4), 1713-1758.
Ahmed, S., Bu, Z., Symeonidis, L., & Tsvetanov, D. (2023). Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136, 102865.
Aït-Sahalia, Y., Kalnina, I., & Xiu, D. (2020). High-frequency factor models and regressions. Journal of Econometrics, 216(1), 86-105.
Alon, I., Anderson, J., Munim, Z. H., & Ho, A. (2018). A review of the internationalization of Chinese enterprises. Asia Pacific Journal of Management, 35, 573-605.
Altinay, A. T., Dogan, M., Ergun, B. L. D., & Alshiqi, S. (2023). The fama-french five-factor asset pricing model: a research on borsa istanbul. Economic Studies, 32(4).
Aria, M., & Cuccurullo, C. (2017). bibliometrix: An R-tool for comprehensive science mapping analysis. Journal of informetrics, 11(4), 959-975.
Barillas, F., & Shanken, J. (2018). Comparing asset pricing models. The Journal of Finance, 73(2), 715-754.
Basu, S. (1977). Investment performance of common stocks in relation to their price‐earnings ratios: A test of the efficient market hypothesis. The journal of Finance, 32(3), 663-682.
Black, F. (1972). Capital market equilibrium with restricted borrowing. The Journal of business, 45(3), 444-455.
Bradford, S. C. (1934). Sources of information on specific subjects. Engineering, 137, 85-86.
Bretas, V. P., & Alon, I. (2021). Franchising research on emerging markets: Bibliometric and content analyses. Journal of Business Research, 133, 51-65.
Cakici, N., Tang, Y., & Yan, A. (2016). Do the size, value, and momentum factors drive stock returns in emerging markets?. Journal of International Money and Finance, 69, 179-204.
Carhart, M. M. (1997). On persistence in mutual fund performance. The Journal of finance, 52(1), 57-82.
Chiah, M., Chai, D., Zhong, A., & Li, S. (2016). A Better Model? An empirical investigation of the Fama–French five‐factor model in Australia. International Review of Finance, 16(4), 595-638.
Fama, E. F., & French, K. R. (1992). The cross‐section of expected stock returns. the Journal of Finance, 47(2), 427-465.
Fama, E. F., & French, K. R. (2015). A five-factor asset pricing model. Journal of financial economics, 116(1), 1-22.
Fama, E. F., & French, K. R. (2016). Dissecting anomalies with a five-factor model. The Review of Financial Studies, 29(1), 69-103.
Farooq, U., Tabash, M. I., Al-Naimi, A. A., & Drachal, K. (2022). Corporate Investment Decision: A Review of Literature. Journal of Risk and Financial Management, 15(12), 611.
Ghanbari, H., Shabani, M., & Mohammadi, E. (2023). Portfolio Optimization with Conditional Drawdown at Risk for the Automotive Industry. Automotive Science and Engineering, 13(4), 4236-4242.
Hou, K., Xue, C., & Zhang, L. (2015). Digesting anomalies: An investment approach. The Review of Financial Studies, 28(3), 650-705.
Hou, K., Xue, C., & Zhang, L. (2017). A comparison of new factor models. Fisher college of business working paper, (2015-03), 05.
Kabir, M. A., Liping, Y., Sarker, S. K., Nahiduzzaman, M., & Borman, T. (2023). Portfolio optimization and valuation capability of multi-factor models: an observational evidence from Dhaka stock exchange.
Kim, J., & McMillan, S. J. (2008). Evaluation of internet advertising research: A bibliometric analysis of citations from key sources. Journal of Advertising, 37(1), 99-112.
Kubota, K., & Takehara, H. (2018). Does the Fama and French five‐factor model work well in Japan?. International Review of Finance, 18(1), 137-146.
Lin, Q. (2017). Noisy prices and the Fama–French five-factor asset pricing model in China. Emerging Markets Review, 31, 141-163.
Lintner, J. (1965). Security prices, risk, and maximal gains from diversification. The journal of finance, 20(4), 587-615.
Lotka, A. J. (1926). The frequency distribution of scientific productivity. Journal of the Washington academy of sciences, 16(12), 317-323.
Marín-Rodríguez, N. J., González-Ruiz, J. D., & Botero Botero, S. (2022). Dynamic co-movements among oil prices and financial assets: A Scientometric analysis. Sustainability, 14(19), 12796.
Markowits, H. M. (1952). Portfolio selection. Journal of finance, 7(1), 71-91.
Meng, J., & Zhang, Z. (2022). Corporate environmental information disclosure and investor response: Evidence from China's capital market. Energy Economics, 108, 105886.
Oybek, A., & Sayyora, X. (2021). The Role of Investment in Ensuring High Rates of Economic Growth. Academicia Globe, 2(07), 161-165.
Patel, R., Goodell, J. W., Oriani, M. E., Paltrinieri, A., & Yarovaya, L. (2022). A bibliometric review of financial market integration literature. International Review of Financial Analysis, 80, 102035.
Price, D. J. D. S. (1965). Networks of scientific papers: The pattern of bibliographic references indicates the nature of the scientific research front. Science, 149(3683), 510-515.
Riehmann, P., Hanfler, M., & Froehlich, B. (2005, October). Interactive sankey diagrams. In IEEE Symposium on Information Visualization, 2005. INFOVIS 2005. (pp. 233-240). IEEE.
Ross, S.A., 1976, The Arbitrage Theory of Capital Asset Pricing, Journal of Economic Theory 13, 341–360.
Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The journal of finance, 19(3), 425-442.
Zhu, L., Jarrow, R. A., & Wells, M. T. (2021). Time-invariance coefficients tests with the adaptive multi-factor model. The Quarterly Journal of Finance, 11(04), 2150019.
Ahmed, S., Bu, Z., Symeonidis, L., & Tsvetanov, D. (2023). Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136, 102865.
Aït-Sahalia, Y., Kalnina, I., & Xiu, D. (2020). High-frequency factor models and regressions. Journal of Econometrics, 216(1), 86-105.
Alon, I., Anderson, J., Munim, Z. H., & Ho, A. (2018). A review of the internationalization of Chinese enterprises. Asia Pacific Journal of Management, 35, 573-605.
Altinay, A. T., Dogan, M., Ergun, B. L. D., & Alshiqi, S. (2023). The fama-french five-factor asset pricing model: a research on borsa istanbul. Economic Studies, 32(4).
Aria, M., & Cuccurullo, C. (2017). bibliometrix: An R-tool for comprehensive science mapping analysis. Journal of informetrics, 11(4), 959-975.
Barillas, F., & Shanken, J. (2018). Comparing asset pricing models. The Journal of Finance, 73(2), 715-754.
Basu, S. (1977). Investment performance of common stocks in relation to their price‐earnings ratios: A test of the efficient market hypothesis. The journal of Finance, 32(3), 663-682.
Black, F. (1972). Capital market equilibrium with restricted borrowing. The Journal of business, 45(3), 444-455.
Bradford, S. C. (1934). Sources of information on specific subjects. Engineering, 137, 85-86.
Bretas, V. P., & Alon, I. (2021). Franchising research on emerging markets: Bibliometric and content analyses. Journal of Business Research, 133, 51-65.
Cakici, N., Tang, Y., & Yan, A. (2016). Do the size, value, and momentum factors drive stock returns in emerging markets?. Journal of International Money and Finance, 69, 179-204.
Carhart, M. M. (1997). On persistence in mutual fund performance. The Journal of finance, 52(1), 57-82.
Chiah, M., Chai, D., Zhong, A., & Li, S. (2016). A Better Model? An empirical investigation of the Fama–French five‐factor model in Australia. International Review of Finance, 16(4), 595-638.
Fama, E. F., & French, K. R. (1992). The cross‐section of expected stock returns. the Journal of Finance, 47(2), 427-465.
Fama, E. F., & French, K. R. (2015). A five-factor asset pricing model. Journal of financial economics, 116(1), 1-22.
Fama, E. F., & French, K. R. (2016). Dissecting anomalies with a five-factor model. The Review of Financial Studies, 29(1), 69-103.
Farooq, U., Tabash, M. I., Al-Naimi, A. A., & Drachal, K. (2022). Corporate Investment Decision: A Review of Literature. Journal of Risk and Financial Management, 15(12), 611.
Ghanbari, H., Shabani, M., & Mohammadi, E. (2023). Portfolio Optimization with Conditional Drawdown at Risk for the Automotive Industry. Automotive Science and Engineering, 13(4), 4236-4242.
Hou, K., Xue, C., & Zhang, L. (2015). Digesting anomalies: An investment approach. The Review of Financial Studies, 28(3), 650-705.
Hou, K., Xue, C., & Zhang, L. (2017). A comparison of new factor models. Fisher college of business working paper, (2015-03), 05.
Kabir, M. A., Liping, Y., Sarker, S. K., Nahiduzzaman, M., & Borman, T. (2023). Portfolio optimization and valuation capability of multi-factor models: an observational evidence from Dhaka stock exchange.
Kim, J., & McMillan, S. J. (2008). Evaluation of internet advertising research: A bibliometric analysis of citations from key sources. Journal of Advertising, 37(1), 99-112.
Kubota, K., & Takehara, H. (2018). Does the Fama and French five‐factor model work well in Japan?. International Review of Finance, 18(1), 137-146.
Lin, Q. (2017). Noisy prices and the Fama–French five-factor asset pricing model in China. Emerging Markets Review, 31, 141-163.
Lintner, J. (1965). Security prices, risk, and maximal gains from diversification. The journal of finance, 20(4), 587-615.
Lotka, A. J. (1926). The frequency distribution of scientific productivity. Journal of the Washington academy of sciences, 16(12), 317-323.
Marín-Rodríguez, N. J., González-Ruiz, J. D., & Botero Botero, S. (2022). Dynamic co-movements among oil prices and financial assets: A Scientometric analysis. Sustainability, 14(19), 12796.
Markowits, H. M. (1952). Portfolio selection. Journal of finance, 7(1), 71-91.
Meng, J., & Zhang, Z. (2022). Corporate environmental information disclosure and investor response: Evidence from China's capital market. Energy Economics, 108, 105886.
Oybek, A., & Sayyora, X. (2021). The Role of Investment in Ensuring High Rates of Economic Growth. Academicia Globe, 2(07), 161-165.
Patel, R., Goodell, J. W., Oriani, M. E., Paltrinieri, A., & Yarovaya, L. (2022). A bibliometric review of financial market integration literature. International Review of Financial Analysis, 80, 102035.
Price, D. J. D. S. (1965). Networks of scientific papers: The pattern of bibliographic references indicates the nature of the scientific research front. Science, 149(3683), 510-515.
Riehmann, P., Hanfler, M., & Froehlich, B. (2005, October). Interactive sankey diagrams. In IEEE Symposium on Information Visualization, 2005. INFOVIS 2005. (pp. 233-240). IEEE.
Ross, S.A., 1976, The Arbitrage Theory of Capital Asset Pricing, Journal of Economic Theory 13, 341–360.
Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The journal of finance, 19(3), 425-442.
Zhu, L., Jarrow, R. A., & Wells, M. T. (2021). Time-invariance coefficients tests with the adaptive multi-factor model. The Quarterly Journal of Finance, 11(04), 2150019.