Research in Asset Allocation and Portfolio Management: New Insights and Strategies in a VUCA Context

Dear Colleagues,

In a context characterized by increased volatility, uncertainty, complexity, and ambiguity (VUCA), investors face heightened challenges to embrace a more adaptive and risk-aware approach. This may involve diversifying portfolios, employing dynamic asset allocation strategies, implementing rigorous risk management practices, and staying informed about global economic and geopolitical developments.

This Special Issue on "Research in Asset Allocation and Portfolio Management: New Insights and Strategies in a VUCA Context" aims to gather a collection of research articles that explore various financial markets, including stocks, cryptocurrencies, bonds, commodities, and FX markets, with a particular emphasis on portfolio management and asset allocation. The focus of this Special Issue is to provide a comprehensive examination of the current research landscape, offering innovative insights, methodologies, and practical implications.

The scope of this Special Issue covers topics such as asset pricing, market volatility, asset allocation, risk and portfolio management, investor trading behavior, and market efficiency. It also includes studies on the impact of policy and regulatory measures on financial markets, as well as the interconnections between them.

The purpose of this Special Issue is to provide a platform for researchers, practitioners, and policymakers to exchange ideas and share their insights on the latest developments in portfolio management as well as asset allocation. The ultimate goal is to advance our understanding of these markets and to inform the development of strategies of risk and portfolio management, leading to improved risk mitigation and portfolio performance in the increasingly complex financial landscape.

Dr. Sinda Hadhri
Dr. Syed Mabruk Billah
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 markets
• portfolio management
• risk management
• asset allocation
• investment strategies
• behavioral finance
• portfolio diversification