---
title: "Mean-variance portfolio (Markowitz): formula and papers"
description: "Mean-variance portfolio (Markowitz) was mentioned in 31 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #31 of the 104 equations and models mentioned."
url: https://scholar4ai.com/equations/mean-variance-portfolio-markowitz
markdown_url: https://scholar4ai.com/equations/mean-variance-portfolio-markowitz.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "Mean-variance portfolio (Markowitz) was mentioned in 31 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #31 of the 104 equations and models mentioned."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:32:25+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Mean-variance portfolio (Markowitz)

$$
\min_{w}\ w^\top \Sigma\, w\ \ \text{s.t.}\ \ w^\top \mu = \mu_p,\ \ w^\top \mathbf{1} = 1
$$

Chooses portfolio weights with the lowest variance for a target expected return.

- area: Asset pricing and risk
- 2 papers in the last 7 days
- Names searched for: mean-variance, Markowitz, modern portfolio theory

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## Key findings

- Mean-variance portfolio (Markowitz) was mentioned in 31 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #31 of the 104 equations and models mentioned.
- By journal category: Finance (14), Operations Research (6), AI (5), Economics (4) and Management (2).
- Most of them appeared in International Review of Economics & Finance (5), Annals of Operations Research (3) and Computational Economics (2).
- Often mentioned together with Ordinary least squares (OLS) (8), Long short-term memory (LSTM) (7) and Instrumental variables (two-stage least squares) (6).
- Datasets named in the same papers: OR-Library (6), S&P 500 (4) and World Development Indicators (World Bank) (3).
- From Oct 2023 to Sep 2026, 205 archived papers mentioned Mean-variance portfolio (Markowitz) in their title, abstract or keywords, most of them in Nov 2024 (16).

## Mentions over 36 months

*Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 72 | 116 | 17 | 205 |

*Papers mentioning Mean-variance portfolio (Markowitz), newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-24 | [Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter](https://doi.org/10.1007/s10614-026-11445-1) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Alessandro Spelta, Nicoló Pecora, Mario Maggi | University of Pavia |
| 2026-10-23 | [Managerial slack, information environment and stock price crash risk: Evidence from China](https://doi.org/10.1016/j.iref.2026.106011) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Chuyue Wu, Yuyang Ling, Yikai Han | Central University of Finance and Economics |
| 2026-10-16 | [Time-consistent reinsurance-investment optimization for an ambiguity-averse insurer with Bayesian learning](https://doi.org/10.1016/j.frl.2026.110910) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Xinya He, Haixiang Yao, Shumin Chen | Guangdong University of Technology; Guangdong University of Foreign Studies |
| 2026-10-15 | [Geopolitical risk spillovers among GCC stock markets, non-renewable energy, and gold: evidence from a quantile connectedness approach](https://doi.org/10.1007/s10258-026-00299-y) | [Portuguese Economic Journal](https://scholar4ai.com/journals/portuguese-economic-journal.md) | Nidhal Mgadmi, Fekria Belhouichet, Ştefan Cristian Gherghina et al. | University of Sfax; Faculty of Economics and Management of Sfax; Bucharest University of Economic Studies; … |
| 2026-10-15 | [Uncertainty-aware stock selection and portfolio optimization with deep learning-based return prediction](https://doi.org/10.1007/s10479-026-07448-8) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | Mustafa Etcil, Burak Kolukısa, Burcu Bakır Güngör | Abdullah Gül University; Kayseri Üniversitesi |
| 2026-10-13 | [Implied temperature rise metrics: a compass without direction?](https://doi.org/10.1007/s11408-026-00502-2) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Manuel C. Kathan, Moritz Reisser, Sebastian Utz | University of Augsburg; University of St.Gallen; Center for Climate and Resilience Research; … |
| 2026-10-13 | [The Implementation Gap in Portfolio Optimisation](https://doi.org/10.5281/zenodo.23340007) | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | Mohamad Hassan |  |
| 2026-10-10 | [Promotion and prevention regulatory focus in equity crowdfunding reinvestment decisions](https://doi.org/10.1016/j.jbusres.2026.116570) | [Journal of Business Research](https://scholar4ai.com/journals/journal-of-business-research.md) | Camilla Civardi, Andrea Moro | Universitat Autònoma de Barcelona; Lund University |
| 2026-10-09 | [The impact of pension fund market entry reform on household risk asset allocation: A financial analysis based on lifecycle theory](https://doi.org/10.1016/j.iref.2026.105964) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Guang Guo, Ying Liu, Wenhao Ling | Henan University |
| 2026-10-08 | [Populism and sustainable marketing practices: Insights from consumer-packaged goods manufacturers’ new product launches](https://doi.org/10.1007/s11747-026-01211-y) | [Journal of the Academy of Marketing Science](https://scholar4ai.com/journals/journal-of-the-academy-of-marketing-science.md) | Martin Heinberg, Mustapha Belkhouja, H.D. Yoon | University of Leeds; Grenoble Ecole de Management; Ecole des Hautes Etudes Commerciales du Nord |
| 2026-10-07 | [Bayesian Black-Litterman under Nonlinear Dependence: A Hybrid Framework with GARCH-EVT Marginals, R-Vine Copulas, and Reinforcement Learning for Tactical Portfolio Allocation](https://doi.org/10.1007/s10614-026-11433-5) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Felipe Mora, Werner Kristjanpoller | Universidad Técnica Federico Santa María |
| 2026-10-06 | [Optimization modeling in business and government: in honor of Professor John M. Mulvey on his 80th birthday](https://doi.org/10.1007/s10479-026-07445-x) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | David A. Saunders, Stavros A. Zenios | University of Waterloo; Durham University; University of Cyprus |
| 2026-10-06 | [Hidden in the probabilities: Does financial ambiguity predict global stock volatility?](https://doi.org/10.1016/j.irfa.2026.105425) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | Yong Ma, Xianxin Duan, Shuaibing Li | Hunan University |
| 2026-10-04 | [A failed cognitive brake? How overconfidence and self-control shape household portfolio choice](https://doi.org/10.1016/j.jbef.2026.101266) | [Journal of Behavioral and Experimental Finance](https://scholar4ai.com/journals/journal-of-behavioral-and-experimental-finance.md) | Laura Oliva, Arquero José L., José Manuel Delgado et al. | Universidad de Sevilla |
| 2026-10-03 | [Uncertainty quantification for trustworthy deep learning: Methods and measures](https://doi.org/10.1016/j.neunet.2026.109699) | [Neural Networks](https://scholar4ai.com/journals/neural-networks.md) | H. Martin Gillis, Thomas P. Trappenberg | Dalhousie University |
| 2026-10-01 | [A machine learning model for the prediction of the US news & world report ranking of the mechanical engineering graduate programs in the United States](https://doi.org/10.1007/s00521-026-12636-5) | [Neural Computing and Applications](https://scholar4ai.com/journals/neural-computing-and-applications.md) | Faeze Khademi, Nikith Rachakonda, Matias Salazar Ismodes et al. | University of Illinois Chicago |
| 2026-10-01 | [Channel operations and performance improvement of a green supply chain considering risk aversion and carbon abatement](https://doi.org/10.1016/j.ejor.2026.10.001) | [European Journal of Operational Research](https://scholar4ai.com/journals/european-journal-of-operational-research.md) | Qingguo Bai, Shihao Liu, Guoqing Zhang | Qufu Normal University; University of Windsor |
| 2026-10-01 | [The evolution of robo-advisors in FinTech: a global bibliometric and thematic analysis, review and future agenda](https://doi.org/10.1016/j.eswa.2026.134573) | [Expert Systems with Applications](https://scholar4ai.com/journals/expert-systems-with-applications.md) | Falak Khan, Abdullah Al Hejaili, Natalia Kryvinska et al. | National University of Computer and Emerging Sciences; University of Tabuk; Comenius University Bratislava |
| 2026-10-01 | [Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models](https://doi.org/10.1016/j.iref.2026.105909) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Viktor Manahov, Zihao Hou, Dimitrios Stafylas |  |
| 2026-10-01 | [Structural concentration in weighted networks: A class of topology-aware indices](https://doi.org/10.1016/j.ejor.2026.10.009) | [European Journal of Operational Research](https://scholar4ai.com/journals/european-journal-of-operational-research.md) | Luigi Riso, M. G. Zoia | Università Cattolica del Sacro Cuore |
| 2026-10-01 | [Monotone and Nonmonotone Linearized Block Coordinate Descent Methods for Nonsmooth Composite Optimization Problems](https://doi.org/10.1007/s10957-026-03120-0) | [Journal of Optimization Theory and Applications](https://scholar4ai.com/journals/journal-of-optimization-theory-and-applications.md) | Yassine Nabou, Lahcen El Bourkhissi, Sebastian U. Stich et al. | University of Helsinki; Universitatea Națională de Știință și Tehnologie Politehnica București; Helmholtz Center for Information Security |
| 2026-09-30 | [Catalysts or constraints? The dual role of natural resources and greenfield investment amid geopolitical risk](https://doi.org/10.1016/j.enpol.2026.115627) | [Energy Policy](https://scholar4ai.com/journals/energy-policy.md) | Priyanka Pradhan, Rajib Kumar Malik, Narayan Sethi et al. | National Institute of Technology Rourkela; Indian Institute of Management Sambalpur |
| 2026-09-30 | [Research in memory of Professor William T. Ziemba](https://doi.org/10.1007/s10479-026-07391-8) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | Sébastien Lleo, Leonard C. MacLean | NEOMA Business School; Dalhousie University |
| 2026-09-30 | [Artificial intelligence and labor investment efficiency: evidence from U.S. firms](https://doi.org/10.1016/j.jimonfin.2026.103684) | [Journal of International Money and Finance](https://scholar4ai.com/journals/journal-of-international-money-and-finance.md) | Kai Xing, Kepeng Xiong, Fulong Xiao et al. | Nanchang University; Bangor University |
| 2026-09-30 | [Confidence-MPT: a machine learning-enhanced framework for robust portfolio optimization](https://doi.org/10.1007/s00521-026-12515-z) | [Neural Computing and Applications](https://scholar4ai.com/journals/neural-computing-and-applications.md) | Ehsan Ameri, Majid Mirzaee Ghazani, Donya Rahmani | K. N. Toosi University of Technology |
| 2026-09-30 | [From continuous sEMG signals to discrete muscle state tokens: A robust and interpretable representation framework](https://doi.org/10.1016/j.eswa.2026.134556) | [Expert Systems with Applications](https://scholar4ai.com/journals/expert-systems-with-applications.md) | Yuepeng Chen, Kaili Zheng, Ji Wu et al. | Beijing University of Posts and Telecommunications; Tsinghua University; Ningbo University; … |
| 2026-09-29 | [Does climate risk matter for the financial and social efficiencies of microfinance institutions?](https://doi.org/10.1016/j.iref.2026.105918) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Zheng Chen, Junru Zhang | Curtin University; The University of Western Australia |
| 2026-09-29 | [Political uncertainty and international investment diversification: Cross country evidence](https://doi.org/10.1016/j.irfa.2026.105426) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | Frank Obenpong Kwabi, Agyenim Boateng, Chizindu Wonu et al. | De Montfort University; Leeds Beckett University; Coventry University |
| 2026-09-28 | [Venture capital project selection as an optimal stopping problem](https://doi.org/10.1016/j.qref.2026.102238) | [The Quarterly Review of Economics and Finance](https://scholar4ai.com/journals/the-quarterly-review-of-economics-and-finance.md) | Martin Meier, Leopold Sögner, Gregor Kastner |  |
| 2026-09-28 | [Finance at the intersection of academia and practice: from 1986 to 2026](https://doi.org/10.1007/s11408-026-00501-3) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | René M. Stulz | The Ohio State University |
| 2026-09-27 | [How to accelerate the value realization of digital transformation? -From the perspective of “executive capability construction”](https://doi.org/10.1016/j.iref.2026.105880) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Xinru Yue, Hongjian Yu | Xi'an University of Technology |

## Cite this page

Scholar4AI. (2026). Mean-variance portfolio (Markowitz). Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/mean-variance-portfolio-markowitz

```bibtex
@misc{scholar4ai-equations-mean-variance-portfolio-markowitz,
  author = {{Scholar4AI}},
  title = {Mean-variance portfolio (Markowitz)},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/mean-variance-portfolio-markowitz}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).