Financial Risk Management and Quantitative Analysis

Dear Colleagues,

We are pleased to inform you that we are guest editing a Special Issue entitled “Financial Risk Management and Quantitative Analysis”, which will be published in the Journal of Risk and Financial Management (ISSN: 1911-8074).

Financial risk management has recently been more important than ever. It is particularly essential for safeguarding assets, complying with regulations, and maintaining trust in modern financial markets; therefore, it is a critical component of overall financial health and long-term success for individuals, businesses, and financial institutions. On the other hand, quantitative analyses could provide a systematic and data-driven approach to risk management, enabling institutions, researchers, and regulators to assess, quantify, and mitigate risks effectively. Using quantitative approaches enhances decision making by providing a deeper understanding of the nature and potential impact of market risks, which is essential for maintaining financial stability and resilience. To properly deal with financial risks, markets have been creating derivative products, the value and the use of which are subjects of ongoing research.

This Special Issue aims to highlight the interplay between financial risk management and modern quantitative techniques. For this, we welcome the submission of high-quality articles that introduce new theoretical and applicable notions in the areas of quantitative risk management, financial risk measurement, and related topics.

Some examples of possible research topics for this Special Issue include, among other aspects, the following:

• Financial risk management.
• Derivative pricing.
• Risk measures.
• Econometric models for risk management.
• Estimation and evaluation of risk management models.
• Extreme value theory in risk management.
• Portfolio insurance.
• Hedging strategies.
• Investment strategies with derivatives.

Dr. Georgios Pitselis
Dr. Michalis Anthropelos
Dr. Apostolos Bozikas
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

• financial risk management
• derivative pricing
• risk measures