articleEuropean Journal of Operational ResearchNov 1, 2013Closed access

60 Years of portfolio optimization: Practical challenges and current trends

PNPetter N. KolmRTReha TütüncüFJFrank J. Fabozzi

Courant Institute of Mathematical Sciences · New York University · +2 more institutions

Indexed incrossref

Abstract

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628
total citations
FWCI
23.86
Percentile
100%
References
106
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Portfolio optimization
  • Diversification (marketing strategy)
  • Portfolio
  • Post-modern portfolio theory
  • Application portfolio management
  • Project portfolio management
  • Modern portfolio theory
  • Transaction cost
UN Sustainable Development Goals
  • Peace, Justice and strong institutions
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