Metaheuristic Algorithms for Portfolio Optimization: A Bibliometric Review
摘要
Portfolio optimization has been a vital topic in economic research and has been extensively studied to identify optimal approaches. Over the last years, metaheuristic algorithms have been utilized to address a wide range of challenges, including portfolio optimization problems. This work offers a bibliometric mapping of research on metaheuristic portfolio optimization, identifying current trends and applications as well as key contributors and avenues for future work. In total, 541 documents were analyzed from the Scopus database, spanning the period from 1994 to 2025. Using well-established bibliometric analysis tools, we find that the application of metaheuristic algorithms has gained significant attention among researchers in recent years as a prominent tool for the challenge of optimal portfolio selection. The findings aim to provide researchers and practitioners with useful insights into the area of portfolio optimization.