Portfolio diversification (PD) is attracting increasing attention, as it is becoming more difficult to optimize portfolios due to growing financial markets integration. To highlight the evolution of PD literature, we perform a meta-literature review on 242 articles published between 1974 and 2022. We identify the most influential aspects of the literature and perform co-authorship, cartographic and co-citation analyses. We identify four main research clusters, as well as the most influential articles in the field. We map the different streams of the literature, visualizing different focus areas and trends, and identify more than 60 unanswered research questions. Findings will facilitate scholars focusing on under-investigated areas.

Migliavacca, M., Goodell, J. W., Paltrinieri, A., A bibliometric review of portfolio diversification literature, <<INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS>>, 2023; 90 (102836): N/A-N/A. [doi:2023.102836] [https://hdl.handle.net/10807/247294]

A bibliometric review of portfolio diversification literature

Migliavacca, Milena
Primo
;
Paltrinieri, Andrea
2023

Abstract

Portfolio diversification (PD) is attracting increasing attention, as it is becoming more difficult to optimize portfolios due to growing financial markets integration. To highlight the evolution of PD literature, we perform a meta-literature review on 242 articles published between 1974 and 2022. We identify the most influential aspects of the literature and perform co-authorship, cartographic and co-citation analyses. We identify four main research clusters, as well as the most influential articles in the field. We map the different streams of the literature, visualizing different focus areas and trends, and identify more than 60 unanswered research questions. Findings will facilitate scholars focusing on under-investigated areas.
2023
Inglese
Migliavacca, M., Goodell, J. W., Paltrinieri, A., A bibliometric review of portfolio diversification literature, <<INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS>>, 2023; 90 (102836): N/A-N/A. [doi:2023.102836] [https://hdl.handle.net/10807/247294]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/247294
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