Heuristic Optimization Under Risk with a Focus on Portfolio Optimization: A Literature Review and Bibliometric Analysis (2014⁠–⁠2027)

Richa Saxena, P. Jain, Preet Mukesh Mehta, Priyanshu Sunil Anandani, Pulkit Khemka, Rashi Jitendra Parchani

Abstract

The present study is a systematic literature review-cum-bibliometric analysis of research on heuristic approaches to portfolio optimization under risk, aimed at mapping how the field has grown, where it is published and which themes drive it. Data were retrieved from Elsevier's Scopus database using the search string "risk AND optimisation AND heuristic" and screened through the PRISMA framework, giving a final sample of 1,901 journal articles and review papers published between 2014 and 2027. Performance analysis and science mapping were carried out in Biblioshiny. Excluding the incomplete year 2027, annual output grew at 18.13% and followed an exponential trend.

Source: semanticscholar · PDF

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