Class information for: |
Basic class information |
Hierarchy of classes |
The table includes all classes above and classes immediately below the current class. |
| Cluster id | Level | Cluster label | #P |
|---|---|---|---|
| 2 | 4 | ECONOMICS//POLITICAL SCIENCE//EDUCATION & EDUCATIONAL RESEARCH | 1996300 |
| 115 | 3 | BUSINESS, FINANCE//ECONOMICS//JOURNAL OF BANKING & FINANCE | 72270 |
| 34 | 2 | BUSINESS, FINANCE//ECONOMICS//JOURNAL OF FUTURES MARKETS | 33240 |
| 16165 | 1 | JOURNAL OF PORTFOLIO MANAGEMENT//FINANCIAL ANALYSTS JOURNAL//MINIMUM VARIANCE PORTFOLIO | 696 |
Terms with highest relevance score |
| rank | Category | termType | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|---|
| 1 | JOURNAL OF PORTFOLIO MANAGEMENT | journal | 1456181 | 30% | 15% | 210 |
| 2 | FINANCIAL ANALYSTS JOURNAL | journal | 330179 | 9% | 12% | 62 |
| 3 | MINIMUM VARIANCE PORTFOLIO | authKW | 251555 | 1% | 56% | 10 |
| 4 | ESTIMATION RISK | authKW | 236918 | 2% | 35% | 15 |
| 5 | GLOBAL MINIMUM VARIANCE PORTFOLIO | authKW | 221875 | 1% | 70% | 7 |
| 6 | NAIVE DIVERSIFICATION | authKW | 203763 | 1% | 75% | 6 |
| 7 | QUANTITAT INVESTMENT GRP | address | 181126 | 1% | 100% | 4 |
| 8 | SCI EQU | address | 181126 | 1% | 100% | 4 |
| 9 | RISK PARITY | authKW | 161717 | 1% | 71% | 5 |
| 10 | BUSINESS, FINANCE | WoSSC | 152547 | 70% | 1% | 485 |
Web of Science journal categories |
| chi_square_rank | Category | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | Business, Finance | 152547 | 70% | 1% | 485 |
| 2 | Economics | 5163 | 30% | 0% | 207 |
| 3 | Social Sciences, Mathematical Methods | 1296 | 5% | 0% | 38 |
| 4 | Operations Research & Management Science | 919 | 9% | 0% | 60 |
| 5 | Management | 562 | 7% | 0% | 46 |
| 6 | Statistics & Probability | 379 | 6% | 0% | 43 |
| 7 | Mathematics, Interdisciplinary Applications | 302 | 5% | 0% | 36 |
| 8 | Business | 68 | 2% | 0% | 15 |
| 9 | Agricultural Economics & Policy | 8 | 0% | 0% | 2 |
| 10 | Mathematics, Applied | 2 | 2% | 0% | 15 |
Address terms |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | QUANTITAT INVESTMENT GRP | 181126 | 1% | 100% | 4 |
| 2 | SCI EQU | 181126 | 1% | 100% | 4 |
| 3 | MULTIASSET GRP | 90563 | 0% | 100% | 2 |
| 4 | ACCOUNTING FINANCE MANAGERIAL ECON | 45281 | 0% | 100% | 1 |
| 5 | ACT EQU | 45281 | 0% | 100% | 1 |
| 6 | ADV STRATEGY DEV GRP | 45281 | 0% | 100% | 1 |
| 7 | ASSET ALLOCAT INVESTMENTS | 45281 | 0% | 100% | 1 |
| 8 | BANK ASSETS ALLOCAT | 45281 | 0% | 100% | 1 |
| 9 | CADIZ ASSET MANAGEMENT | 45281 | 0% | 100% | 1 |
| 10 | CHAIR PL STOCHAST | 45281 | 0% | 100% | 1 |
Journals |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | JOURNAL OF PORTFOLIO MANAGEMENT | 1456181 | 30% | 15% | 210 |
| 2 | FINANCIAL ANALYSTS JOURNAL | 330179 | 9% | 12% | 62 |
| 3 | JOURNAL OF RISK | 40681 | 2% | 7% | 13 |
| 4 | INVESTMENT ANALYSTS JOURNAL | 12824 | 1% | 5% | 6 |
| 5 | JOURNAL OF EMPIRICAL FINANCE | 12317 | 2% | 2% | 13 |
| 6 | JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 11853 | 3% | 1% | 20 |
| 7 | JOURNAL OF FINANCE | 10755 | 4% | 1% | 27 |
| 8 | QUANTITATIVE FINANCE | 9646 | 2% | 1% | 17 |
| 9 | ASTA-ADVANCES IN STATISTICAL ANALYSIS | 6838 | 1% | 3% | 6 |
| 10 | JOURNAL OF BANKING & FINANCE | 6775 | 4% | 1% | 26 |
Author Key Words |
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 |