The Ascent of Robo-Advisory: Scientometrics Analysis and Prospects for Robo-Advisory Research

Qasim Mohamed Abdi () and Ahmet Faruk Aysan ()
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Qasim Mohamed Abdi: College of Islamic Studies
Ahmet Faruk Aysan: College of Islamic Studies

A chapter in Eurasian Business and Economics Perspectives, 2024, pp 535-550 from Springer

Abstract: Abstract Robo-advisor firms have become a disruptive adoption for many traditional wealth management firms, according to recent research. However, despite the growing interest in this field, there is still a lack of a comprehensive study outlining the development of the robo-advisory industry. To address this gap, we conducted a bibliometric study of the Robo-advisory related literature. This study represents the first comprehensive bibliometric analysis of the literature on robo-advisors thus far. We analysed 95 documents retrieved from the Scopus database across five outlets, including articles, conference papers, conference proceedings, and books between 2010 to 2020.This paper used a variety of bibliographic measures, including bibliographic coupling, citation and co-authorship, and co-occurrence, to derive results and help distinguish the most influential articles, authors, institutions, countries, etc. Our analysis highlights the multidisciplinary aspects of robo-advisory publishing across disciplines such as computer science, economics, business, and social sciences. The two main centres of Robo-advisory research are Germany and the United States. The leading journals in the field of robo-advisory services are the Journal of Wealth Management and the Journal of Asset Management. A small core of authors is responsible for publishing one-third of all published documents. The increase in publications on robo-advisory shows the potential of this area for the future of the industry.

Keywords: Bibliometric; Robo-advisory; Scopus; VosViewer; Research (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:eurchp:978-3-031-51212-4_30

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DOI: 10.1007/978-3-031-51212-4_30

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