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1.

Portfolio optimization in the light of factor investment: A bibliometric analysis Pages 55-66 Right click to download the paper Download PDF

Authors: Pegah Khazaei, Ahmad Makui

DOI: 10.5267/j.ac.2024.1.001

Keywords: Portfolio optimization, Factor investment, Multi-factor, Stock return, Fama-French five-factor Model, Bibliometric

Abstract:
In this study, we attempted to conduct a comprehensive review of the existing and pertinent literature on the topic of factor investment. We performed Scientometric analysis of studies published in reputable finance journals, i.e., The Journal of Portfolio Management, The Financial Analysts Journal, The Journal of Asset Management and others, during the years 2014 to 2023. To obtain the research data for our study, we gathered and examined a collection of 76 bibliographic records sourced from the Web of Science database. This database provided a comprehensive and reliable source of scholarly publications in the field of finance. To analyze the data, we employed Scientometric networks as part of our analytical approach. Scientometric networks allowed us to explore the relationships and connections between different publications, authors, and keywords within the domain of factor investment. To visualize and present the research findings, we utilized the Bibliometrix package for R, a powerful tool specifically designed for bibliometric analysis. This package enabled us to generate insightful visualizations that showcased the key patterns, trends, and interconnections within the literature on factor investment. By employing Scientometric analysis and leveraging the capabilities of the Bibliometrix package, we aimed to provide a comprehensive overview of the existing scholarly research in this field and contribute to the understanding of factor investment.
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Journal: AC | Year: 2024 | Volume: 10 | Issue: 2 | Views: 995 | Reviews: 0

 

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