article
Portfolio Selection
The Journal of Finance · 1952 · Vol. 7(1) · pp. 77–77
Reservoir Engineering and Simulation MethodsCapital Investment and Risk AnalysisSelection (genetic algorithm)Computer sciencePortfolioBusinessArtificial intelligenceFinance
Citations
4,474
FWCI
0.00
field-weighted impact
References
0
Percentile
61%
vs. same field & year
Citations per year
Cited by
On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results
Review of Financial Studies · 1991 · 1,027 citations
An intertemporal asset pricing model with stochastic consumption and investment opportunities
Journal of Financial Economics · 1979 · 2,764 citations
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
Journal of Banking & Finance · 2010 · 560 citations
The Capital Asset Pricing Model: Theory and Evidence
The Journal of Economic Perspectives · 2004 · 1,910 citations
Conditional value-at-risk for general loss distributions
Journal of Banking & Finance · 2002 · 3,623 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.
