Olabilirlik Portföy Seçim Modellerinin Bibliyometrik Analizi

Abstract

Olabilirlik teorisi karar vermede en çok kullanılan belirsizlik teorilerinden biridir. Bu çalışma olabilirlik portföy seçim modellerini incelemeyi amaçlamaktadır. Bu bağlamda bunların bibliyometrik analizi, zaman sınırlaması olmadan, Web of Science (WOS) verileriyle, Bibliometrix kullanılarak yapılmıştır. Zaman aralığı 1995'ten 2023'e kadar olan 303 belgenin verileri analiz edilerek birçok sonuca ulaşılmıştır. Bu alandaki en etkili yazarın W. G. Zhang olduğu görülmüştür. Olabilirlik ortalama-varyans (OV) modelinin tanıtıldığı makale bu alandaki en etkili belgedir. Markowitz'in OV modelinin tanıtıldığı makale en etkili referanstır. Çin bu alandaki en üretken ülke iken, The South China University of Technology bu alandaki en üretken kurumdur. Fuzzy Sets and Systems bu alandaki en etkili dergidir. Markowitz'in OV modeli kökenli olan varyans, bu alandaki en kritik anahtar kelime “plus” olarak bulunmuştur. Varyans aynı zamanda trend konu konumunu uzun süre korumuştur. Bildiğimiz kadarıyla bu çalışma, olabilirlik portföy seçimi modellerinin bibliyometrik analizini yapan ilk çalışmadır.

Keywords

• Bibliyometrik Analiz
• Bulanık Küme
• Optimizasyon
• Portföy Seçimi
• Belirsizlik

A Bibliometric Analysis of Possibilistic Portfolio Selection Models

Abstract

Possibility theory is one of the most used uncertainty theories in decision-making. This study aims to examine possibilistic portfolio selection models. In this context, we perform their bibliometric analysis with the Web of Science (WOS) data, using the Bibliometrix, without limiting the timespan. We get many results by analyzing the data of 303 documents, of which timespan is from 1995 to 2023. We see that W. G. Zhang is the most influential author in this field. The paper introducing the possibilistic mean-variance (MV) model is the most influential document in this field. The paper introducing Markowitz’s MV model is the most influential reference. China is the most productive country in this field, whereas The South China University of Technology is the most productive institution in this field. Fuzzy Sets and Systems is the most influential journal in this field. Variance originated from Markowitz’s MV model is the most critical keyword plus in this field. It has also maintained its trend topic position for a long time. To the best of our knowledge, this is the first paper making a bibliometric analysis of possibilistic portfolio selection models.

Keywords

• Bibliometric Analysis
• Fuzzy Set
• Optimization
• Portfolio Selection
• Uncertainty

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