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Keyword

efficient frontier

Description: The set of investment portfolios offering the highest expected return for each level of risk, or the lowest risk for each return level.
Wikidata ID: wiki/Q16966861
OpenAlex ID: keywords/efficient-frontier
Portfolio Selection: Efficient Diversification of Investments
1959 · Alan Stuart, Harry M. Markowitz · OR · 5,535
Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
1985 · A Charnes, W.W Cooper, et al. · Journal of Econometrics · 1,716
Data envelopment analysis (DEA) – Thirty years on
2008 · Wade D. Cook, Larry M. Seiford · European Journal of Operational Research · 1,601
Optimal execution of portfolio transactions
2001 · Robert Almgren, Neil Chriss · The Journal of Risk · 1,596
Modeling undesirable factors in efficiency evaluation
2002 · Lawrence M. Seiford, Joe Zhu · European Journal of Operational Research · 1,460
Teori Portofolio dan Analisis Investasi
2010 · Jogiyanto Hartono · 1,390
Foundations of Portfolio Theory
1991 · HARRY M. MARKOWITZ · The Journal of Finance · 1,129
Behavioral Portfolio Theory
2000 · Hersh Shefrin, Meir Statman · Journal of Financial and Quantitative Analysis · 1,040
An Analytic Derivation of the Efficient Portfolio Frontier
1972 · Robert C. Merton · Journal of Financial and Quantitative Analysis · 1,038
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
2000 · X. Y. Zhou, D. Li · Applied Mathematics & Optimization · 1,009
Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
2000 · Duan Li, Wan‐Lung Ng · Mathematical Finance · 994
Heuristics for cardinality constrained portfolio optimisation
2000 · T.-J. Chang, N. Meade, et al. · Computers & Operations Research · 926
Approximating Expected Utility by a Function of Mean and Variance
1979 · Haim Levy, H M Markowtiz · American Economic Review · 874
Owner-Occupied Housing and the Composition of the Household Portfolio
2002 · Marjorie Flavin, Takashi Yamashita · American Economic Review · 832
Options and Efficiency
1976 · Stephen A. Ross · The Quarterly Journal of Economics · 830
Undesirable outputs in efficiency valuations
2001 · Holger Scheel · European Journal of Operational Research · 771
Efficient use of side information in multiple-antenna data transmission over fading channels
1998 · A. Narula, M.J. Lopez, et al. · IEEE Journal on Selected Areas in Communications · 749
Estimation of returns to scale using data envelopment analysis
1992 · Rajiv D. Banker, R.M. Thrall · European Journal of Operational Research · 732
RAM: A Range Adjusted Measure of Inefficiency for Use with Additive Models, and Relations to Other Models and Measures in DEA
1999 · William W. Cooper, Kyung Sam Park, et al. · Journal of Productivity Analysis · 695
Weights restrictions and value judgements in Data Envelopment Analysis: Evolution, development and future directions
1997 · R. Allen, A. Athanassopoulos, et al. · Annals of Operations Research · 688
Portfolio Selection: Efficient Diversification of Investments.
1960 · Gerhard Tintner, Harry M. Markowitz · The Journal of Finance · 582
Measuring Information Technology's Indirect Impact on Firm Performance
2003 · Yao Chen, Joe Zhu · Information Technology and Management · 527
Technical, Scale, and Allocative Efficiencies in U.S. Banking: An Empirical Investigation
1990 · Hassan Y. Aly, Richard Grabowski, et al. · The Review of Economics and Statistics · 518
Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
2003 · Xun Yu Zhou, G. Yin · SIAM Journal on Control and Optimization · 507
Translation invariance in data envelopment analysis
1990 · Agha Iqbal Ali, Lawrence M. Seiford · Operations Research Letters · 452
Works count: 8,715
Citation count: 108,500
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