Class information for:
Level 1: PORTFOLIO SELECTION//PORTFOLIO OPTIMIZATION//INDEX TRACKING

Basic class information

Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes

The table includes all classes above and classes immediately below the current class.



Cluster id Level Cluster label #P
12 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, INFORMATION SYSTEMS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE 1181119
229 3       FUZZY SETS AND SYSTEMS//JOURNAL OF CONSTRUCTION ENGINEERING AND MANAGEMENT//JOURNAL OF CONSTRUCTION ENGINEERING AND MANAGEMENT-ASCE 48651
1453 2             FUZZY NUMBERS//FUZZY SETS AND SYSTEMS//FUZZY DIFFERENTIAL EQUATIONS 8065
12245 1                   PORTFOLIO SELECTION//PORTFOLIO OPTIMIZATION//INDEX TRACKING 950

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 PORTFOLIO SELECTION authKW 2459913 21% 37% 199
2 PORTFOLIO OPTIMIZATION authKW 922958 14% 22% 129
3 INDEX TRACKING authKW 663462 3% 67% 30
4 FUZZY PORTFOLIO SELECTION authKW 497611 2% 100% 15
5 POSSIBILISTIC VARIANCE authKW 280997 1% 71% 12
6 PARAMETRIC QUADRATIC PROGRAMMING authKW 265385 1% 67% 12
7 EFFICIENT FRONTIER authKW 252847 4% 21% 36
8 MULTI PERIOD PORTFOLIO SELECTION authKW 236114 1% 65% 11
9 MINIMUM TRANSACTION LOTS authKW 235903 1% 89% 8
10 ENHANCED INDEX TRACKING authKW 199044 1% 100% 6

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Operations Research & Management Science 36161 44% 0% 419
2 Business, Finance 4307 10% 0% 97
3 Computer Science, Artificial Intelligence 3772 17% 0% 161
4 Mathematics, Applied 1802 18% 0% 173
5 Economics 1452 14% 0% 134
6 Mathematics, Interdisciplinary Applications 1217 9% 0% 81
7 Management 998 7% 0% 71
8 Computer Science, Interdisciplinary Applications 525 7% 0% 66
9 Social Sciences, Mathematical Methods 491 3% 0% 28
10 Computer Science, Theory & Methods 472 7% 0% 64

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 TACT ASSET ALLOCAT OVERLAY 66348 0% 100% 2
2 DECIS AID GRP 59705 1% 30% 6
3 ALCOY 37317 0% 38% 3
4 ACTUARIAL DEV 33174 0% 100% 1
5 ALTERNAT INVESTMENT GRP 33174 0% 100% 1
6 ANAL RISK OPTIMISAT MODELLING 33174 0% 100% 1
7 AREA ECON CHANGES 33174 0% 100% 1
8 BUSINESS ADM FINANCIAL MANAGEMENT 33174 0% 100% 1
9 BUSINESS LSB 33174 0% 100% 1
10 CAIUS IACOB GHEORGHE MIHOC MATH STAT PL 33174 0% 100% 1

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH 22606 2% 3% 20
2 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 20204 10% 1% 96
3 JOURNAL OF PORTFOLIO MANAGEMENT 18916 3% 2% 28
4 FUZZY OPTIMIZATION AND DECISION MAKING 13304 1% 4% 10
5 ANNALS OF OPERATIONS RESEARCH 10868 4% 1% 34
6 INFOR 10154 2% 2% 15
7 STUDIES IN INFORMATICS AND CONTROL 8295 1% 3% 10
8 OR SPECTRUM 4859 1% 2% 9
9 QUANTITATIVE FINANCE 4782 1% 1% 14
10 PROCEEDINGS OF THE ROMANIAN ACADEMY SERIES A-MATHEMATICS PHYSICS TECHNICAL SCIENCES INFORMATION SCIENCE 4620 1% 2% 8

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 PORTFOLIO SELECTION 2459913 21% 37% 199 Search PORTFOLIO+SELECTION Search PORTFOLIO+SELECTION
2 PORTFOLIO OPTIMIZATION 922958 14% 22% 129 Search PORTFOLIO+OPTIMIZATION Search PORTFOLIO+OPTIMIZATION
3 INDEX TRACKING 663462 3% 67% 30 Search INDEX+TRACKING Search INDEX+TRACKING
4 FUZZY PORTFOLIO SELECTION 497611 2% 100% 15 Search FUZZY+PORTFOLIO+SELECTION Search FUZZY+PORTFOLIO+SELECTION
5 POSSIBILISTIC VARIANCE 280997 1% 71% 12 Search POSSIBILISTIC+VARIANCE Search POSSIBILISTIC+VARIANCE
6 PARAMETRIC QUADRATIC PROGRAMMING 265385 1% 67% 12 Search PARAMETRIC+QUADRATIC+PROGRAMMING Search PARAMETRIC+QUADRATIC+PROGRAMMING
7 EFFICIENT FRONTIER 252847 4% 21% 36 Search EFFICIENT+FRONTIER Search EFFICIENT+FRONTIER
8 MULTI PERIOD PORTFOLIO SELECTION 236114 1% 65% 11 Search MULTI+PERIOD+PORTFOLIO+SELECTION Search MULTI+PERIOD+PORTFOLIO+SELECTION
9 MINIMUM TRANSACTION LOTS 235903 1% 89% 8 Search MINIMUM+TRANSACTION+LOTS Search MINIMUM+TRANSACTION+LOTS
10 ENHANCED INDEX TRACKING 199044 1% 100% 6 Search ENHANCED+INDEX+TRACKING Search ENHANCED+INDEX+TRACKING

Core articles

The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.

Classes with closest relation at Level 1



rank cluster_id2 link
1 16165 JOURNAL OF PORTFOLIO MANAGEMENT//FINANCIAL ANALYSTS JOURNAL//MINIMUM VARIANCE PORTFOLIO
2 20055 UNCERTAINTY THEORY//UNCERTAIN DIFFERENTIAL EQUATION//UNCERTAIN VARIABLE
3 21003 STOCHASTIC DOMINANCE//RISK AVERTER//ALMOST STOCHASTIC DOMINANCE
4 8486 RISK MEASURES//COHERENT RISK MEASURES//INSURANCE MATHEMATICS & ECONOMICS
5 12599 ROBUST OPTIMIZATION//CHANCE CONSTRAINTS//PROBABILISTIC CONSTRAINTS
6 28672 DYNAMIC FUZZY SYSTEM//FUZZY EXPECTATION//FUZZY REWARD
7 6501 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//HAMILTON JACOBI BELLMAN EQUATION
8 11065 STOCHASTIC PROGRAMMING//BRANCH AND FIX COORDINATION//SCENARIO GENERATION
9 23158 SOCIALLY RESPONSIBLE INVESTMENT//SOCIALLY RESPONSIBLE INVESTING//ETHICAL INVESTMENT
10 8074 FUZZY LINEAR PROGRAMMING//AGGREGATE PRODUCTION PLANNING//FUZZY MATHEMATICAL PROGRAMMING

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